Efficiently leveling your Pokémon is vital for overcoming the increasingly difficult challenges in Pokémon Colosseum. The primary method of gaining experience points (EXP) is through battling. Every Pokémon that participates in a battle and is not fainted receives EXP. In Double Battles, both of your Pokémon receive EXP from defeating an opponent's Pokémon. Consider using the "Lucky Egg" item if you obtain one, as it significantly boosts the EXP gained.
To maximize EXP gain, try to ensure that your Pokémon are always participating in battles. If you have a Pokémon that is significantly underleveled, consider using it in battles where it can gain experience without fainting too quickly. Moves like "Exp. Share" (if available) can also be helpful, as they distribute EXP to a Pokémon in the party that didn't participate in the battle. Battles against trainers who have higher-leveled Pokémon will yield more EXP, so strategically choosing your opponents can be beneficial. Remember that Shadow Pokémon gain EXP normally, but their true power is unlocked after purification.