As you can see in the image below, there are 4 leads. This LED has a common cathode, which means that all 3 parts share the connection to GND.
From up to down, we have Blue, Green, Ground and Red.
To start experimenting, I searched for a generic datasheet, as I don't know any reference for this LED. It recommended a 20mA current and stated that the typical voltages are 2.0V (Red) and 3.2V (Green and Blue).
As I was drawing power to the breadboard from the Arduino (only for power), I did the math for the resistors.
There where 3 150 Ohm resistors in the anti-static bag the LED came in, but I decided to use 100 Ohm resistors for green and blue.
So, the simplest test was to light each one at a time:
Next step, how about lighting all at once?
It would be nice, but there was a problem. When I disconnected the GND from the breadboard, I accidentally let it touch the lead for the red color. Without a resistor to limit the current passing at the moment, it burned out in a second.
So what could I do with a 'limp led'? I tried to combine the green and the blue colors to see the effect, but I ended up getting a slightly lighter blue.
When I read the datasheet I noticed that the brightness (measured in candela) of the 3 colors isn't the same. It also looks like the blue color is more diffuse (spreads all around) as the green light appears more directional. I filmed it try to show what I mean, but the colors aren't very noticeable.
The good news is that I ordered a 100 RGB led pack on eBay, so if all goes well, I will try again soon.
One hint: I read that PWM is the way to go in order to combine colors...
P.S. The LEDs have arrived, all working and with some free resistors. Thank you giorgio11185!