Usually, the suits each have a predominant color to help them look like they go together and the majors do as well. (Sort of like in a regular playing deck, the hearts are all red, spades all black, etc.)
In my deck - my first one, that is, and the only deck I had for years and years - cups are pink and maroon, wands are orange and red, swords are light and medium blue, and pentacles are light and medium green. The majors have a purple theme.
As you can see already, it varies from deck to deck (artist to artist). Some decks don't have that feature at all. For that reason, I don't tie too much significance to it beyond whatever general associations we have with colors in everyday life - which do seem to be fairly consistent. Not completely though.
If you ever get into candles, you'll probably pick up a lot more about color associations through that as well. lol Still, there are variations in meanings depending on who you ask - like anything else.
If your deck comes with a good companion book, it's always good to find out what the artist intended by their choices of colors and symbols.
Enjoy your deck!