Although electrons may have different wavelengths or energies, they do not have color as we see it. The images collected in the SEM are more or less intensity maps of electrons being deflected towards a detector. For typical SEM, the detector has a charge that attracts weak electrons. This is what gives SEM images their characteristic look of bright edges and few shadows.
But, if you want to make it colored, you can use EDS that attached in SEM. By using EDS, you can use one method that can make the images colored. That method is dot-mapping. Different element show different color as shown below :
http://kestek.com/images/photomicrograph.gif