These creatures are and are not natural. It all depends on how one views magic and if the GM decides if their powers are supernatural or extraordinary. The natural golem is the result of magic within a lightning bolt (which may or may not result from a spell) mixes with ambient magic and causes something to animate. In some settings it is fairly easy to create and in others all but impossible. It uses the animated object stats and can be made up of just about any material. As lightning striking the ground seeps into the underdark, many natural golems form down there, usually breaking away from a larger mass.

There are two things about a newborn golem that will change over its lifespan. It has the mind of a baby and will learn from its surroundings or others. As the result of magic, the golem releases pulses of chaotic energy at least once per day. The result of the latter could be represented by a wand/rod of wonder (Dragon 147 has a few extra charts) or something similar. Whatever source you use, there should be positive and negative results.

Other races that discover a natural golem either quickly adopt it or destroy it. The former know that with training, the golem can become a very powerful ally. It takes about five years of learning before the golem can take any class levels. Its chaos pulses can make the lives of the race difficult, but the result is well worth the effort. The golem has several options for making its innate magic useful. When it begins using one of these, the pulses stop.

It take the spellpowered template from Silverthorne' Deluxe Book of Templates 3.5 (I mentioned it in the deepspawn post). Instead of gaining points by hit dice, it gains them from its charisma modifier. This keeps its power fairly weak but also allows it to upgrade via increases in that ability score.

It might take levels in sorcerer. If you are using Pathfinder, I suggest a random bloodline. If not, Feared and Hated from Octavirate Expansions has domain sorcerers- limited spell lists in exchange for more spells known and a domain power. Either version will make permanent physical and/or mental changes to the golem, ones relating to the bloodline/domain.

It might take levels in a d20 spellcasting class. This is a way for the GM to use a class that otherwise does not fit within the setting (and will vanish when the golem is destroyed). This could be the classes, feats or spell lists from The Fantastic Science, Mechamancy (both EN Publishing), Factory, Arsenal (both Perpetrated Press), prestige races (Bastion or Epidemic Books) or alternate spell rules and lists from many, many others. It gains understanding that no one else can because of how it was created. Different natural golems may have access to very different knowledge because of the magics that helped form them.

The one I suggest the most is the innate enchantment rules from Distant Horizon's The Practical Enchanter. It is the siddhisyoga feat on page 140. And I would allow a version of the Mana Transfer spell on pages 96-97 in that book. What all this means is that the golem is a magic item, one that can not only upgrade itself, it can transform old powers into new ones. The price is high though- it can not use most magic items (artifacts being the common exception), must spend a lot of money and feats (but not xp) to make these upgrades and changes. The price is so high that it shouldn't affect balance if the GM does go with this option. This is the closest they can be to robots, ones that tinker with themselves.

The end result is a mass of something that is heavily influenced by its magic and its upbringing. It may become a powerful ally to commoners (ala the legendary golem) or it might end up like Frankenstein's monster, an intelligent and feral killer. In any case, a natural golem will be a potential catalyst for change in a setting. Everyone wants one and use it to make their lives better. Those who do may get a stake in writing history.