It depends, different Pokemon evolve in many different ways.
pokemon do not evolve on pokemon colosseum
Zekrom is not known to evolve from any Pokemon.
Octillirary does not evolve or evolve from any pokemon.
i cannot answer the question - wich legendary Pokemon evolve? but i can answer the question - do any legendary Pokemon evolve - and the answer is... no!
no golduck does not evolve in any Pokemon game
Dustox doesn't evolve into any other Pokemon.
There are some 'rare' Pokemon that evolve (for example, Beldum), but no legendaries evolve.
Girafarig does not evolve to any Pokemon.
Unfortunately, Tropius does not evolve, in any of the Pokemon games. :(
With some exceptions, most Pokemon that evolve will evolve by level up.
Pinser in Pokemon does not evolve into any other creature. Pinser does evolve into a Mega Pokemon using the Mega Stone at any level.
Delibird does not evolve into or from any other Pokemon in any game.