Those plots are the real or imaginary components of the covering of a Riemann surface over the z-plane and aren't really Riemann surfaces in the classical sense. The colors are irrelevant. Not hard to start drawing them. Take for example [itex]f(z)=\sqrt{z}[/itex]. That is a 2-covering of the comple plane since it has two values for each value of z. I could draw each covering separately and then just plot them together to form the 2-covering represented by the function and Wikipedia. To draw the first covering say in Mathematica since that's what I use, I'd draw it parametrically as (pseudo-code):
p1=ParametricPlot3D[{Re[z],Im[z],Re[sqrt[z]]}/.z->r e^{it},{r,0,1},{t,-pi,pi}]
That is, let z=re^{it}, then for the coordiate point (Re(z),Im(z)), draw the real part of sqrt(z) and then do that in a disc of radius 1.
That's one covering. Now since the other covering is just [itex]-\sqrt{z}[/itex], to plot that one, I'd use:
p2=ParametricPlot3D[{Re[z],Im[z],-sqrt[z]}/.z->r e^{it},{r,0,1},{t,-pi,pi}]
Now just show them together:
Show[{p1,p2}]
That then would give you the 2-covering of that function. It's the simplest way to plot root functions and there are more sophisticated ways to plot more complicated functions using differential equations.