Multi-Color menu bar

depends; most menues add a css class per menu item, usually using a menu related word and a unique ID of the menu item;
look into the html code of your site in the browser, or check the docu:
for instance:

wp_list_pages http://codex.ww.wp.xz.cn/Function_Reference/wp_list_pages#Markup_and_styling_of_page_items
wp_list_categories http://codex.ww.wp.xz.cn/Template_Tags/wp_list_categories#Markup_and_Styling_of_Category_Lists