Can you use food coloring to color a non wax candle?

Food colouring is not your best choice to colour paraffin. Food colouring is in a liquid base that has to evaporate from the paraffin before you can pour it, and the results will be patchy and not very pleasing.

For an inexpensive colourant for paraffin use old crayons. Remove the paper wrappers, break them up into small pieces and stir them into the hot paraffin, blend well for an even colour and pour the paraffin into candle molds or whatever your project calls for.