What exactly do you mean? Do you mean, for example, that the top and bottom
might be one color, and the sides another color? Or, do you mean,
effectively, two text boxes, with the outer one being a different color from
the inner?
If you mean the latter, you can do this by drawing a box around an existing
text box.
If you mean the former, I don't believe it can be done using a text box. You
could, instead, use a single-cell table and use the Borders formatting to
assign different colors to the different borders.