how do you make pinecone fire starters that change the flame colors?

Answer 1

The colors are provided by various chemicals - copper does a green color, etc. You should be able to ask at fireplace specialty stores or online for fireplace colors - some of which can be dissolved in water to soak the cones
eSearch 'fireplace flame colors' or begin here
http://www.sciencecompany.com/sci-exper/flamecolors.htm

Answer 2

usually you dip the pinecone in some wax, old candle wax , and that will bring out colors