Do alcoholic beverages contain caffeine

No, the colour of beer does not have much to do with the alcohol level.

Beer is made by mashing different kinds of malt. Some malts (such as Chocolate malt and Black malt) add a dark colour, others such as Pale malt are much lighter in colour. When malt is mashed by adding to water at particular temperatures, the starches in the malt get converted by enzymes into different types of sugar (eg. maltose). Depending on the kind of malt and the MASH temperature some sugars are fermentable and others are not. The fermentable ones get eaten by the yeast and turned into alcohol. The non-fermentable ones stay in the beer to add body, colour and taste.

So, logically any sugars that are there for colour are left in the final beer as sugars and not converted into alcohol.

The colour is also affected by how long the wort is boiled. The longer it is boiled the darker it will become, but this is not very significant compared to adding a small amount of chocolate or crystal malt, and really only an issue if you are trying to make a pale coloured beer.

A traditional dark English mild is only around 3.5% abv, wheras a typical pale coloured lager is around 5%. However you can have a strong dark beer (eg. a Belgium Dubbel such as Rochefort 8)

Dark beers generally have more flavour, but are not stronger in alcohol.