Few novices can achieve that coloration, but the idea is the same as what they do with carnations. Here's a link:

https://www.youtube.com/watch?v=VmyU5p-ftK8Rainbow Roses DIY

They're painted or dyed to look like that. While there are roses that have more than one color in them none of them are "rainbow" and none of them are blue.

My daughter tried to do this a year ago after seeing in in pinterest. She bought some white roses on clearance after valentine's day. She split the stem into four pieces and put each piece of stem in a glass of food die colored water. The roses did soak up the colored water and right around the bottom of the rose there was a little change in color but the rose petals completely dried up before the color got to more than about a 1/4" from the stem.

Hi, sell zone. I know that these are not natural but have been dyed in some way. I have seen bright blue orchids and guessed that these are 'made' by adding colour to the water. I did wonder about splitting the stem, as in kublakan's link, but did not really think it would divert the different colours to different petals. Thanks kublakan. The link shows the basic concept but I suspect that the process may just a little bit more complex to achieve the fabulous rainbow result.