The Player can swap its colors using Z, X or C keys. Also, the background is swapping colors as well.

On Unity, this is done using a special Sprite Shader, available at Unity Asset Store https://u3d.as/1Cyx

A Color Palette Swap is the process of switching an image’s set of colors (commonly known as color palette) by another one. This allows the same image to have multiple color variations. Those variations may represent an increase of difficulty, a new player ability, a second character or any other visible gameplay feature.