Digital Voltmeter - TriColor LED Output
There are many ways to do what you want.  The simplest is to use a quad comparitor chip such as the LM339.  You simply set up 3 or 4 stages as comparitors - each stage drives a LED.  

The LM3914 is an inexpensive chip that contains 10 comparitors, each able to drive a LED.  It is intended for doing bar-graph displays but will work nicely driving fewer LEDs than than 10.  You simply connect several outputs to a single LED - that LED will come on whenever one of those outputs is active.

Now it's your turn.  We've given you a couple of examples - now go and do some searching and reading.  Come back when you have more questions.  We'll help you get where you want to go but you have to show that you are willing to put some effort into the process.

Good luck!