Although the first detected pulsars emitted in radio wavelengths, they have, subsequently, been found to emit in visible light, X-ray, and/or gamma ray wavelengths.
Your question might be read as a question about a neutron star temperature: well, the temperature inside a newly formed neutron star is from around [itex]10^{11}[/itex] to [itex]10^{12}[/itex] kelvin. However, the huge number of neutrinos it emits carries away so much energy that the temperature falls within a few years to around [itex]10^{6}[/itex] K. At this temperature, most of the light generated by a neutron star is in X-rays. Note that in visible light, neutron stars probably radiate approximately the same energy in all parts of visible spectrum, and therefore appear white.
The beam due to their rotation is expected to be in the radio spectrum: in fact we observe periodic-variability in the radio part of the electromagnetic spectrum.
I hope I studied well in order to answer your question correctly.