How to set color of Grove Multi Color Flash LED connected to Arduino

Grove Multi Color Flash LED is connected to D2 pin of Arduino.

I’ve managed to do a simple fade in fade out cycle from the samples but do not get different colors.

int ledPin = 2;

void setup() {
}

void loop() {
    // fade in from min to max in increments of 5 points:
    for(int fadeValue = 0; fadeValue <= 255; fadeValue +=5) {
        // sets the value (range from 0 to 255):
        analogWrite(ledPin, fadeValue);
        // wait for 30 milliseconds to see the dimming effect
        delay(30);
    }
 
    // fade out from max to min in increments of 5 points:
    for(int fadeValue = 255; fadeValue >= 0; fadeValue -=5) {
        // sets the value (range from 0 to 255):
        analogWrite(ledPin, fadeValue);
        // wait for 30 milliseconds to see the dimming effect
        delay(30);
    }
}