here is a link showing the wiring diagram http://fritzing.org/projects/colored-light-rgb-led/
the difference between code for common anode and cathode is the values you send to the pins
for Common Anode LED Lights you have the common leg of the led attached to the (+) power so to make a color light you need to take that pin LOW (-) so if you write HIGH or 255 it will be off and if you write LOW or 0 it will be on
and for Common Cathode LED Lights you will have the opposite as the (-) led of the led is attached to the GND so to make a color light you need to take that pin High (+) so if you write LOW or 0 it will be off and if you write High or 255 it will be on