First make sure your minecraft is updated to 1.4.
Wolves spawn commonly in two biomes but rarely in others.
Woods and Taiga.
Taiga is snow covered land.
If you find a wolf, tame it and look around because they usually spawn in groups.
If you do find a wolf then make a landmark so you know where you found it and you can return to that spot again because it is likely they will spawn in the same spot again.
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The only way you can disown a wolf is to kill it.
wolf collars cannot be dyed
No.
Not in the current Vanilla (Minecraft without Mods) Minecraft, no. But their are a few Mods out there that will make that possible.
No