All photosynthetic plants contain chlorophyll, and chlorophyll is green (leaving out various algae). Plant leaves often contain other pigments, which can mask the chlorophyll's green, or be masked by it.
A common example of the latter is the color of autumn leaves. The leaves contain various pigments such as xanthophylls, anthocyanins, and carotenoids that are generally masked by the green of the chlorophyll. As the trees prepare to drop their leaves in the fall, the chlorophyll decomposes, allowing the other pigments to become visible. Exactly what purpose(s) these other pigments serve isn't entirely clear. Some are thought to make photosynthesis more efficient, others might have functions where the color is irrelevant. See e.g. http://www.usna.usda.gov/PhotoGallery/FallFoliage/ScienceFallColor.html
Some plants may have a larger than average amount of other pigments, somewhat masking the chlorophyll's green, and giving rise to different shades of leaf color. Human selective breeding can increase these differences, giving rise to e.g. the purple-leaf plum or the almost golden color of some honey locusts: https://www.thespruce.com/trees-and-shrubs-with-purple-leaves-3269731
Other plants, like the coleus, may have chloroplasts only in certain zones of the leaf, allowing other color combinations, which can be wildly amplified by human breeding: plantcaretoday.com/colorful-coleus-plants.html
Sometimes the colors can be structural, as with the Blue Selaginella pictured in the question, or the grayish colors of desert plants that are produced by protective hairs: http://mojavedesert.net/plants/plant-adaptations.html
Finally, there are plants that don't have chlorophyll at all, but these don't photosynthesize. An example (common to the mountains hereabouts) is the brilliant red snow plant: fs.fed.us/wildflowers/plant-of-the-week/… But it doesn't use the red pigment to photosynthesize, having become parasitic on soil fungi.