Here is one of my first tutorials: lots of pictures but I hope you like it.
What you need is your desired colours of petal dusts (I chose sweet butter and later, mixed my own purple with cornflower blue and burgundy) and a good quality paintbrush (used specifically for sugar flowers).
I line up my petals and do everything in an assembly line: first one colour and then another.
Brush on the colour starting at the edge of the petal and moving in one direction. It is always nicer to leave part of the petal white as it is more natural that way.
Once you brush off the excess dust, you will have a beautiful flower petal!
Here is the outcome of these petals in a small purple orchid after I added the cornflower blue and a bit more burgundy. The dots on the one petal are made from the same petal dust mixed with a touch of lemon juice, but it is nice without it also!
-- Erin, Ontario, Canada, http://www.cakesbyerin.ca