Actually, it's pretty easy. I should have made the room darker for a more dramatic effect...um, next time.
For point and shoot cameras (regular ones):You need to set it to "M" then set the Aperture to f/8 and the Shutter to 8-10 seconds or more. You will also need to set the timer on it and put it on a tripod or something stable like a table, etc. Turn off the lights. Then use a flashlight to make circles, etc. until the time ends.
For DSLR cameras or point and shoots that have "Time" or "Bulb" settings:Set it to "M" and set the aperture to f/8 and the shutter to time or bulb (some camera just have "B" instead of bulb). To get to time or bulb, set your shutter to its slowest speed and you'll find it. You WILL need a tethered cable or remote shutter release to close (end) the shutter. Click the shutter once to turn it on and use the flashlight then click it again to shut it.
This works best while in a very dark room. To make the colored lights use thin colored pieces of plastic or fabric and hold then over the flashlight's bulb. Be very careful that if you have a very powerful flashlight it may burn or melt the plastic or fabric. So only do this for a minute at a time and make sure the flashlight and plastic or fabric is cool before you start again. If you have a small penlight or flashlight you probably don't have to worry. That 's what I used.
Check your camera's manual to find out how long you can keep the shutter open. This can also be used to make star trails. Just do the same thing but point it up at the sky at night. The longer you keep the shutter open the better. riteon