You can add 1 tablespoon ppo, to your lye water. A reviewer stated that it took quite a lot to get the soap to change color, leaving the soap gritty. BB suggested using light colored oils such as sunflower, coconut and palm for easier coloring. They also suggested forcing gel for a more colorful soap. If you want a blue color, you could add ultramarine blue that has been mixed with oil. Add this to soap at thin trace or to your oils before adding lye mixture.
http://www.brambleberry.com/Cambrian-Blue-Clay-Wet-P5523.aspx