I know that in Germany, at least, it is not allowed to take wild colonies from the forest for example.
My very first colony, 30 years ago, was a small colony of Formica polyctena (small wood ant), but I had a permit from the forest warden, the ants were taken by the forest warden and my grandpa (an experienced bee keeper) and I got some advice and support from my local university (which happens to be the University of Würzburg, where Bert Hölldobler was teaching).
Formica polyctena is also polygyne, so me taking some workers and a queen did not cause too much of an issue, and after I finished my science project (about 2 years later), the ants were released back without problems.
I actually would feel very bad taking a colony of Formica fusca from the forest- after all, they are the hosts for our large wood ant Formica rufa for colony founding... and Formica rufa is highly protected and they need any help they can get. So from an ecological perspective, it could also have an impact just taking them away.
I know how tempting it is, the other day, I was in the forest, and I also stumbled across a nest of Formica fusca, and they are stunningly beautiful with their shiny back carapaces. It is tempting.
However, I now own a beautiful colony of Messor barbarus, which are also a striking shiny black, and which you can actually buy as larger colonies on Ebay Kleinanzeigen (do you have this in Austria?).
So there are actually good options to buy a larger colony in central Europe without lots of problems.
It might only a bit more difficult if you want to get a larger colony of a larger body native species- many of the colonies sold online are either exotic or they are Lasius niger/ flavus.
Otherwise, I totally agree with both ANTdrew and Miles.