I am having some problems with this.
I am able to get it RED, but can not generate Green or Blue. The version that i have has a YG where on the images there is an R+ -.
When i connect them, i get RED, but assuming a common annode (-) the other 2 connections do not generate a color.
Can you give me some ideas?
This is a common anode LED， and it use about R is 2.4V and G B is3.2V. So if you use the right voltage that would be light.
Do you use correct voltage? If any question please tell us more detail.
i was running it on the 3.3 volts… should i be using 5, but different resisters for each?
It should work just like a standard RGB LED?
Yes, there is not allow to use 5V with out resisters, so if you can series a 300Ω resister.
Hope that can help you. 
Can you please confirm mA on each of the pins R,G,B if they are different.
Volts to R = 2.4
Volts to G,B = 3.2
Thank you
Actually, that seems to do the trick. Thankyou. I have colors on everything now.
Oh…
Glad to help you, so which step you did wrong?
If you can tell us, that would be very helpful for our further manual.