The light may be absorbed, or it may be reflected by objects. The light may be absorbed, or transmitted by transparent objects such as colored glass. A way to observe that light is being absorbed is to place a light colored object and a dark colored object in direct sunlight. For example, a light rock and a dark rock. After awhile, the darker rock will feel hotter than the lighter rock.
Sunlight is energy.
More sunlight bounces off the light colored rock. More sunlight is absorbed by the dark colored rock. More of the sun's energy is captured by the dark rock, so it feels warmer. An object may both reflect some light, and absorb some light at the same time. If it reflects certain colors from white light, and absorbs other colors, the object will take on a color of its own.