Here's my lovely niece with a chalk streak from Gimme Clips. Instruction are on the package, but they include getting the hair damp and using a heat tool to set the color.
Here is an extension clip I got from Kohl's. It has a snap clip at the top, colored hair, and colored yarn. To add some color to a sock bun, just clip the extension at the top of a pony tail, and roll it into the sock.
For this style, the hair is parted on each side and then dutch braided. Belle is growing out her bangs, so I started with a regular dutch braid and then added this hair extension with the mini jaw clip from Gimme Clips at the place where her bangs started to stick out, then continued braiding with the color in one strand. I tried to keep the color bit at the top, but it wanted to sink in anyway with every plait, so after I fastened it off with the hair band, I went back and pulled up on the color at every twist to make it show.
When you use hair extensions, you have to take special care of them. They shouldn't be thrown in the drawer or box with the other hair stuff or they will become a tangled mess, and possibly fall apart if you try to comb them out. Be gentle when taking them out of hairstyles and put them away in their own separate place, such as in a box or hanging on a bow keeper.