The colors of these Cauliflowers are entirely natural, with no artificial coloring involved in any way. The orange is very high in beta-carotene, like a carrot. The purple is high in antioxidants and the green gets its color from a very high chlorophyl content.
You can prepare colored cauliflower just as you would any cauliflower, including by steaming, roasting, boiling, grilling or sautéeing. However, it tastes wonderful raw, and raw preparations best highlight the incredible colors. Try creating a rainbow vegetable tray along with peppers, carrots and radishes.