Colour can be added to any font in a suitable Windows application.
Most Truetype fonts are only one colour — black. Even the white is not really white, but transparent, which will show the page colour or paper colour when printed.
FontCreator can now create Coloured Truetype fonts, but they only work on Windows 8.1.
Watch the Demo on the Home Page if you want to learn more about Coloured Truetype Fonts.
My brief review also shows an example of a coloured font, similar to what you seem to want.