Miserix is under the Metru Nui Coliseum because he basically tore his way in there. As it turns out, though, under the Coliseum is where Mata Nui's "brain" is, and Makuta Teridax had already by that time taken control of it. Using his powers, Miserix was imprisoned by Teridax, who generated an illusion which makes it look as though Miserix is now little more than a picture on a wall - it was powerful enough that Miserix himself thinks he's a picture. So yeah, essentially, Miserix is under the Coliseum because he simply can't get out.