How big of a light do you want? The easiest thing to do is use digital pins with an RGB led, that'll give you 7 distinct colors. For easiest hookup, you'll want a common cathode LED, and you'll need ballast resistors.
For something brighter, you can go with a 3W rgb LED, and a constant current source. I favor this for my projects these days:
https://www.sparkfun.com/products/11850 You should be able to use 3 PWM channels from the RoboRIO to drive that.
You'll want a diffuser of some type. I personally recommend white vinyl or "blank" figures:
https://goo.gl/photos/5e298N1xNBeHXxFh6