Are you talking about the hitcircle colours? If so, it's in your skin.ini file in your skin folder, under "[Colours]". Open your photo editing software (Photoshop, Paint.NET, etc.) and choose a colour you like. Copy it's RGB value and replace the current one.
Then they use the map's colours Most maps (Or nowadays all maps) have custom colours, which are the colours it will use. If you disable the skin-specific-on-map (Disable custom skin) thing you will use your own colours