I'm no expert, but I
think that most "odd" color changes (like the kind you would want) come from genetic accidents that alter or damage the DNA of regular plants with regular colors.
I've read that when a very different color or appearance shows up in a bed of regular plants, the grower noticed it and saved the
seed. Then they grew the seed the next year to see if it would duplicate the "mistake". The variation is called a "sport".
Sometimes, a few new plants show up with the new color, so the grower removes all of the new plants that have the regular old color, saving the ones with the New Color, and covers them in a group, hoping they will cross-pollinate with each other and make more of the new-color plants.
I suspect they do this for several years, continuing to weed out the old colors. When they finally get mostly all new-color plants, they keep growing larger amounts of new seed, until they can offer them for sale.
They will usually warn that there could be some "throwbacks" to the old color.
But some mutant sports are sterile, and your breeding won't go anywhere because the new seeds (if any) won't even sprout to produce plants at all.