If you're looking at a painting which has "complicated colors", where the colors have a depth and inner-glow to them, rather than appearing solid and flat, then they're almost certainly created by glazing. This is when multiple layers of color are painted on top of one another rather than being only a single layer of paint.
The key to successful glazing is to not paint a new layer of glaze until the current layer is totally dry. With acrylic paints or watercolor, you don't have to wait very long for this to happen, but with oil paints you'll need to be patient. If you glaze onto still-wet paint, the paint will mix and you'll have what's called a physical mix rather than an optical mix.