LED: white, red, green, blue
5V power supply/battery/arduino board
22 gauge solid core jumper wire - It's a good idea to get many colors of wire (esp black and red) so that you can keep your breadboard organized.
Step 1: The Basics
Breadboards are usually divided into four sections, two outer sections and two inner sections. Each row of five sockets in the inner sections are electrically connected to each other (see the green lines in figure 3). The two outer sections of the breadboard are usually used exclusively for power. On many breadboards these sockets will be labeled with colors denoting positive voltage (usually red) and ground (black or blue). It is important to note that on many breadboards the power lines only run half the length of the board (as indicated in figure 3). You will need to run a wire between these two sections to send power to from one end to the other. There is nothing special about the outer sections of the breadboard that makes particularly suitable for power other than that they run most of the length of the board, but if you choose to use these rows for other things you may confuse others or even yourself, so it is good practice to use these for power only.