yes :)it did
The Persians decided to bring all the Greek cities under control to enforce peace. They invaded in strength ten years later.
The initial Persian expansion was against the cities of Mesopotamia.
They incorporated the Greek cities in Asia Minor and the Islands into their empire. The mother cities in mainland Greece interfered on the side of these cities against the Persians who decided to bring those mainland cities within the em pire to create an ethnic frontier. This attempt failed.
The battle of Ephesus was in Asia Minor in 498 BCE involving the Persians and the Ionian Greek cities supported by Eretria and Athens from mainland Greece. The Persians won.
The Persians decided that the Athenian victory would encourage all the Greeks to rise against them, and determined to bring all the Greek cities under control, by agreement or conquest. Some agreed , some resisted and the Persians invaded mainland Greece, culminating in the battles of Salamis, Plataea and Mycale. The Greco-Persians lasted from 499 to 449 BCE.
Persians were not seafarera. The Persian navy compised contingents from Phoenicia, Egypt and the Greek cities of Asia Minor and the Aegean Islands.
The Persians wanted peace and prosperity in their empire. It included the Greek cities of Asia Minor, who were restive and were stirred up and supported by Greek cities of mainland Greece. The Persians concluded that the only way to get peace was to incorporate the mainland Greek cities in their empire and appoint Greek tyrants to each city to keep them quiet. Some of the cities joined the Persians, the southern city-states resisted, putting aside temporarily their usual fighting between themselves and spent 50 years warding off the Persian Empire. The Persians became tired of this and agreed to stay out of Greece, and left the Greek cities to go back to their usual fighting amongst each other. Athens kept hold of the Greek cities which had supported them in the defence against the Persian Empire and converted them into an empire of its own.
Prtsia had incorporated the Greek city-states in Asia Minor into its empire. These cities had been established by mainland Greek cities, and when they revolted, sought help from their mother cities. Persia realised this as a source of ongoing trouble and decided that the only way to bring peace was to bring all the Greek city-states under control of Persian provincial governors and appoit local Greek tyrants to rule the cities. Some of the cities agreed, others resisted, causing the Persians to invade to enforce their policy.
They did not found colonies, they took over other peoples, cities and tribes.
Delos
They were part of a joint effort by the southern Greek city-states to resist a Persian takeover of their cities.