Color-changng LEDs do so by means of energizing one of 2 or 3 dies, or multiple dies, or by changing the voltage. Some LEDs will glow one color at 5VDC and another at 3.5VDC, for example. Others can change color if the polarity is reversed. I'd recommend using the type that change color with voltage. You could simply use resistors and a switch to alter the voltage going to the LEDs when you want to change color.