was it ever colonized?
Yes, by the British East India Company
Delhi
 British East India Company 
who address the delhi as one of the greatest cities in the world UNANSWERABLE where is this place located? In India does it have an ancient history as well? Yes, it was probably inhabited before the second millennium BCE.
wiki:19582540
Delhi [SEP] Colonial Period
In 1803, during the Second Anglo-Maratha War, the forces of British East India Company defeated the Maratha forces in the Battle of Delhi. During the Indian Rebellion of 1857, Delhi fell to the forces of East India Company after a bloody fight known as the Siege of Delhi. The city came under the direct control of the British Government in 1858. It was made a district province of the Punjab. In 1911, it was announced that the capital of British-held territories in India was to be transferred from Calcutta to Delhi. The name "New Delhi" was given in 1927, and the new capital was inaugurated on 13 February 1931.