No, Sikhi does not give any instruction to use colors during Hola Mohalla.

Hola Mohalla was started by Guru Gobind Singh Ji at Anandpur Sahib. Its purpose is very different from Holi.

Hola Mohalla is primarily about martial displays, including Gatka and mock battles, which showcase the discipline and courage of the Khalsa. At the same time, it strengthens the spirit of the sangat through kirtan and seva, combining both physical training and spiritual devotion in one powerful tradition.

It is a Khalsa-oriented gathering, not a festival of playing with colors.

About using colors
The practice of throwing colors comes from Holi, not from Gurmat.
In Sikhi, there is no rehat (code) or Gurbani instruction that says to play with colors in Hola Mohalla.

Why confusion happens
Hola Mohalla happens around the same time as Holi, so some people mix the two. But historically and spiritually, they are separate.

Adding colors is a personal or cultural choice by some, but it is not part of the original purpose or practice established by Guru Gobind Singh Ji.