I just recently did this for my best friends wedding cake coming up this october. After you cut out and make the veining impression in your gumpaste leaves, you'll need to let them dry. To make the veining stand out a bit more is before you start spraying it with any other color, spray or brush your leaves with some black/brown dye mixed in vodka. Let it set just a couple of seconds then wipe off lightly with a paper towel. The dark color will settle in the veining and leave a deeper, more natural look. Then air brush them with food dye. They make food dye specifically for air brushing, though I use my regular wilton dye mixed with vodka or rum. The advantage to the airbrushing dye is 1. it's way easier than having to mix everything yourself, and 2. colors are probably more concentrated than making your own. I bought a very inexpensive airbrush from Hobby Lobby, and it worked fine. If you want something with a bit more even coverage and make lots of cakes, I would invest in a more expensive model. Spray the pieces with the lightest color first, then lightly touch them up getting darker as you go (ie: yellow, then orange, then red, then green, etc). The leaves will get fairly tacky as the gumpaste rehydrates, but just set them on a cooling/drying rack in front of a small fan and they'll dry completely in about 24 hours. I attached a picture of the ones i did to give you a feel for the coloring. Hope this helps.
I make my fall leaves by mixing white gum paste with bright colored fondant. It gives it a sturdier consistency. If the color needs to be enhanced because it is too pale, I add food coloring to it. I use orange, yellow, brown, green and red, or any combination of these colors, and lightly mix them together by twisting ropes of each color so the color is swirled. Then roll it out and cut it with a cutter. If it needs more or less of one color I roll a small rope shaped piece and add it to the mix, and roll it again. It takes come practice, but it works.
Here are more gumpaste fall leave. I used different cookie cutters I have for fall leaves. I purchsed a few professional veiners online. I colored my gumpaste in the colors I wanted. Reds, browns. I forgot to make yellow, so I made white and then brushed it with different shades of luster dusts. Wilton started selling a few colors, there are many more available in cake decorating shops or online.