In your example only the last sprite is getting colored because only the most recently created sprite gets picked. So the trick is to assign a color filter as the sprites are created.
Here are two different ways to do it:
+ Button: On Button clicked
-> System: Create object Sprite on layer 1 at (100, 100)
-> Sprite: Set filter to cyan
-> System: Create object Sprite on layer 1 at (250, 100)
-> Sprite: Set filter to cyan
-> System: Create object Sprite on layer 1 at (400, 100)
-> Sprite: Set filter to cyan
[/code:3bh1xu44]
[code:3bh1xu44]+ Button: On Button clicked
+ System: For "" from 1 to 3
-> System: Create object Sprite on layer 1 at ({100, 250, 400}@LoopIndex, 100)
-> Sprite: Set filter to cyan[/code:3bh1xu44]