Esistono diversi metodi per gestire i colori, potresti per esempio salvare il seguente codice in un file chiamato colors.h e posto nella cartella che contiene il tuo sorgente.

codice:
// ConsoleColor.h


#pragma once
#include <iostream>

#include <windows.h>


inline std::ostream& blue(std::ostream &s)
{
    HANDLE hStdout = GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout, FOREGROUND_BLUE
              |FOREGROUND_GREEN|FOREGROUND_INTENSITY);
    return s;
}

inline std::ostream& red(std::ostream &s)
{
    HANDLE hStdout = GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout, 
                FOREGROUND_RED|FOREGROUND_INTENSITY);
    return s;
}

inline std::ostream& green(std::ostream &s)
{
    HANDLE hStdout = GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout, 
              FOREGROUND_GREEN|FOREGROUND_INTENSITY);
    return s;
}

inline std::ostream& yellow(std::ostream &s)
{
    HANDLE hStdout = GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout, 
         FOREGROUND_GREEN|FOREGROUND_RED|FOREGROUND_INTENSITY);
    return s;
}

inline std::ostream& white(std::ostream &s)
{
    HANDLE hStdout = GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout, 
       FOREGROUND_RED|FOREGROUND_GREEN|FOREGROUND_BLUE);
    return s;
}

struct color {
    color(WORD attribute):m_color(attribute){};
    WORD m_color;
};

template <class _Elem, class _Traits>
std::basic_ostream<_Elem,_Traits>& 
      operator<<(std::basic_ostream<_Elem,_Traits>& i, color& c)
{
    HANDLE hStdout=GetStdHandle(STD_OUTPUT_HANDLE); 
    SetConsoleTextAttribute(hStdout,c.m_color);
    return i;
}

// Copyleft Vincent Godin
E poi usarlo così:

codice:
#include <iostream>

#include "colors.h"

using namespace std;

int main()
{
	cout << green << "Ciao";
	return 0;
}
Nota le virgolette al posto di <>.

Leggi anche questo articolo.