In autumn, many leaves turn yellow and orange. Mostly, those colors were in the leaf all along.
For most of the year, they are masked by chlorophyll, the green chemical leaves use to capture energy from sunlight. In autumn, changes in daylight and temperature make leaves stop making food, and the chlorophyll breaks down.
Then the yellow and orange show. Reds are different: in some trees, other autumn chemical changes form new red pigments.