How do I do multi-colour printing?
There are a few different approaches I've seen which you could look into.

The easiest and most common is multiple extruders, each with a different color of thermoplastic. Tools like Pronterface and Slic3r have built-in support for multiple extruders. With multiple extruders you can get one color per extruder; there's no clear way to mix colors and get a color between the input materials' colors.

Another, more complicated approach is to use a single extruder with three inputs, like this one, where thermoplastic from the three inputs can be mixed in varying amounts to get color gradients between the input colors. With red, yellow, and blue filament, you could get a rainbow of colors...albeit without any control over value (white to black) or saturation (bright vs dull color).