AS long as you use oil based coloring you'll be fine.
http://www.anoccasionalchocolate.com/chocolate-food-coloring.html
You should be able to find basic colors most places that carry candy melts. They are usually right near the melts. My grocery store even carries it in the bulk department. They have the Make 'nMold brand.
I have added the "regular" Wilton Food coloring to vanilla melts, and if it thickens just add a little Crisco. It works! I just use it for small amounts. (A couple Tablespoonsful of Chocolate, just a dab of Crisco). It has worked well for Chocolate transfers.
What I have found best is to buy primary colors of candy melts and mix your own colors. Also, put left over colors like blue, red, and green all together for a dark color and add black to it for outlining. I am just a hobbyist and don't want to put a lot of money in supplies. Hope this helps!
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