You can add paint while mixing concrete. Many people use latex paint in order to color the concrete mix that they are about to use. Simply substitute latex paint to a certain percentage of the water in the mix. Do it slowly so as not to put too much paint into the mix, making the concrete lose its integrity.
As an alternative to using latex paint, you can buy a concrete color mix. It is specially made for mixing with concrete, and it does not fade. There are various brands to choose from, and each with a different set of instructions for application. Simply follow the instructions on the packaging to correctly use the product.