The images linked to on the left are taken with the Danish 1.5m telescope at La Silla, Chile, or the Nordic Optical Telescope (2.5m) at Roque de los Muchachos, La Palma (plus a few with my camera).
An image is taken by putting a digital camera at the focal point of a telescope. A so-called CCD collects photons in its pixels, creating a black and white image. To make a color image, three images are taken of the same object with three different color filters, e.g. red (R), green (G), and blue (B), creating three b/w images representing the R, G, and B light from the object. The three images are then combined to a full color image.
In the illustration below, more diffuse light is seen in the B image, leading to bluish light in the combined image. On the other hand, less light is seen at the "surface" of the giant pillar, leading to less blue light, i.e. more yellow light in the combined image (since yellow is opposite blue in the color space seen in the bottom).