Its an interesting experiment that haves few simple steps.
Step 1: What Do You Need?
Violet- Potassium chloride ("no salt")
Blue - Alcohol ("hand sanitizer")
green-Boric acid or copper sulfate ("roach killer")
Yellow-sodium chloride ("table salt")
Orange-salt & flare mixture
red -strontium nitrate ("red emergency flare")
Of course fuel and a match.
That should work perfectly, but if you want to make a rainbow out of those colors, you need to place those items i have mentioned earlier, then you put them in a straight line, every one of them needs to be seperated on a lenght of 3cm (more or less),then connect them with fuel the light them up!