These are really quite easy to make, just a little time consuming.
First you start with a yellow or white cake mix. Any old box cake mix will do! Mix according to instructions.
Then separate the batter in different containers. I used 6 colors, so I had 6 bowls. To each bowl, I added enough food coloring to get the desired shade. I lined my muffin tin, sprayed each cup, and then proceeded to fill each cup. I put one spoonful of cake batter into each liner. One tip I read said to have a bowl of water and use a finger dipped into the water to help you spread the batter out to the edges (the batter definitely doesn't spread well). Then bake according to the directions.
Most people top with a whipped topping or icing, but really, with all these bright colors who needs icing (or more sugar).