is there any way to get the fonts in colors?

yeah, by using a software that will use the fonts
for example : Photoshop, Word,...

please read the FAQ for font usage : http://www.dafont.com/faq.php

Maybe you could try to get informations about svg fonts.
I'm not sure, but if you have time to do your own research, I think they allow you to give colours to your characters.

It's documented ( http://www.w3.org/TR/SVG11/fonts.html ) but I've never seen one, so I've got no idea about how to do one, if anyone has ever done one, and if there's actually a simple way of using one. But that seems to be the only existing way to have a coloured font

A font itself has no color, it is only a vector outline. As daaams already wrote it is the software that sets the color. Default is black but through software settings you can give it any color you like.