Having a sense of "self" is one thing. But from a total different perspective, can you imagine: the individual ant's brain is like on brain cell. They connect in a way still unknown to us mortals, and collectively these ants form a collective brain that functions as a unit, like your brain functions as a collection of brain cells. Then the intelligence of the colony resides in the collective "brain". Like your brain tells your different limbs to function, so the colony's "collective" brain tells its different members to function. The colony then becomes a distributes organism.