Ok: On each LED you have one Anode (+) and three cathodes (-), one for each color. (see shematic on the datasheet "common anode") It means puting them in serie is impossible so you must put them in parallel. To do that:

1. connect a resistor to each cathode (resistor value depends on mA and voltage). --- Resistor calculator --- another resistor calculator (read)
2. Connect every pin of the same color (with their resistor) to the same line.
3. Connect each line to an N-Chanel Mosfet or a NPN transistor. In this simple configuration, you will be able only to turn on or off color channels without variation. But if you achieve that, it's already a very good start for the next steps. Like this but, obviously, with the control part being different

Ok: On each LED you have one Anode (+) and three cathodes (-), one for each color. (see shematic on the datasheet "common anode") It means puting them in serie is impossible so you must put them in parallel. To do that:

1. connect a resistor to each cathode (resistor value depends on mA and voltage). --- Resistor calculator --- another resistor calculator (read)
2. Connect every pin of the same color (with their resistor) to the same line.
3. Connect each line to an N-Chanel Mosfet or a NPN transistor. In this simple configuration, you will be able only to turn on or off color channels without variation. But if you achieve that, it's already a very good start for the next steps. Like this but, obviously, with the control part being different. Also in this diagram, the resistor is on the anodem while you have to put it on the cathode. Each set of 3 led is like one color of a 3 color leds. Here related discussion and here (look at diagrams)