My DS1 got colic at around 6 weeks, lasted for a few weeks - so I don't think they necessarily get it from birth. DS2 pretty much did, though - he screamed inconsolably for between 1 and 2 hours every evening until 11 weeks, when it just suddenly stopped.
One of the tricky things with colic is that it's such a vague diagnosis, and no-one really seems to know what causes it or how to treat it. For what it's worth, I tried Infacol (worked OK for DS1, not DS2), Colief (disaster, made it worse I think), chamomilia (DS2 only - didn't seem to help), cranial osteopathy (DS2 only - didn't seem to help) and gripe water (DS2 only - helped a bit, I think).
The only thing that really worked was lots of calm cuddles in the dark, rocking back and forth and shushing - but even that didn't always get through to them. It was awful seeing them (DS2 in particular, who had it much worse) apparently in pain, so symapthies.
With DS2, the bout was always after his last feed, so once DS1 was in bed. If it had been during the day, I'd have just had to bung him in a sling and get on with it - contact and movement seemed to help most, and a sling provides both if you're moving about.
Hope this post isn't too gloomy - and really hope it is just a blip with your lo. Be quite programmatic with the Infacol, though, just in case - I've heard it can take a while for the benefits to kick in.