Not all air-dry clay is available pre-colored. Many brands are available in white only (or off-white). But just about any type of pigment can be used to color your clay.
There's 2 main options: You can paint it afterwards, once cured and dry, or you can pre-tint the wet clay.
For painting cured clay, acrylic paints work well. You can also use oil paints or pastel chalks.
The other option is to pre-tint the clay before modeling your object. Most commonly used are acrylic craft paints, which are available in hundreds of colors. Artists quality acrylic paints are also often used. Artists quality paints have more pigment and will give you stronger reds and darker darks (oil paints will also).
Pastel chalks can also be used to pre-tint clay with soft colors. Shave chalk with a razor or crush the pastel into a smooth powder before mixing with wet clay.
Colorants made specifically for cold porcelain are available...but not readily available in USA. You might find a supplier on the web...but you could also use cake colorants...paste or gel. These are available in most craft stores, from cake decorating suppliers or online.
If you're not familiar with colorants, Wilton Icing Colors, shown above, or Americolor gels (shown below) are 2 examples of colorants that are available in paste or gel form from cake decorating suppliers, at Michaels and other craft stores, or online at Amazon. Jars of paste colorants can be purchased as individual colors or as sets.
Keep in mind that adding paint to pre-tint clay or cold porcelain paste will shorten it's shelf life. So just tint the amount of clay you'll need for current creative session.
Here's a couple of videos to get you started!
Video demo: How to mix colors into air-dry-clay
Video demo: How to paint eyes on clay figure