Capella's color should remind you of the color of our Sun, yellow. Pollux and Aldebaran each look orange. The last star to look at is the upper left star in Orion, the red giant star Betelgeuse. If you have trouble seeing color using just the naked eye, try using a pair of binoculars. Colors do not just appearin these few stars.
All stars have color.
Spend some time looking for color in stars and you will soon realize that all stars are not the same. Study the stars. Make them your friends. From the earliest times people noticed that certain groups of stars stood out. These groups received names.