How do I change the color of emojis

Some emojis will have different colors that you can use when you tap and hold on them. All emojis and those colors are managed by the Unicode Consortium and Apple just supports the standards that have been approved by them. That is why you can use an emoji on an iPhone and the same emoji appears on another device manufacturer. You can find more information about the emojis and the colors used here:

https://unicode.org/emoji/charts/index.html