Well, it’s pretty straight forward, really. Oedipus at Colonus is about Oedipus at Colonus, the place that the god Apollo prophesied he would finally get a break and have a nice rest after all of his wandering. The title lets people know that our tragic hero is back for a sequel, and the playgoers who know the myth that Oedipus died at Colonus will know from the title that the play is about the end of the protagonist’s life.