LostRite

More info first. Because if it is just a single RGB LED then you need 4 pins (unless you want to be way more complicated than needed and get it down to 2, but that won't save space in the long run). Continuing down the only-needing-4-pins option, you either have common cathode or common anode. I always choose common cathode, but if you have the common anode LEDs then just invert my instructions here. You would ground the 4th pin and then use 3 seperate microcontroller pins to actuate each of the colors. So pin one would be connected to the first pin of the LED (say green), pin 2 on the microcontroller is attached to pin 2 of the LED (red) and pin 3 to pin 3 (blue). For most every RGB LED, you can run all of the colors at the same time, so you don't have to worry about POV tricks here. But you may need to PWM each individual line to change colors more smoothly.

If this doesn't answer your question, then ask me again. And let me know how many LEDs you need to control and what microcontroller you have in mind (or at least what brand).