Not an easy undertaking by any means.   Do you want to do direct modifications to your system?  This is really something that is a high level of difficulty with the potential of completely bricking your system.  Not that it can't be done.
 If you are trying for separate colors in different layers like my D&D Dice Jail lid, then it is a simple matter of adding a pause to the print (not too hard in Cura).
If you want true multi-color  printing, you either need to butcher your system (replace the current extruder  with a dual feed, add wiring for the new extruder, modify the firmware, and pray you don't screw it up)  or you could buy something like the 
Mosaic Pallete 2 and be up and running in no time.