This is a question asked on a continuous basis. Whilst virgin hair which has not been coloured (generally natural 1b) can be coloured, my first response is always to seek professional advise when considering colouring hair. Especially if you are not familiar with colouring hair.
If you purchase pre-coloured hair, first check with the company you purchased from to determine if you can readily colour your hair extensions. The lighter the hair extensions the more complicated the colouring process is. For instance when you purchase Brazilian #613, The hair extensions would have been processed in order to get the natural virgin hair extensions from dark to platinum blond. When you self colour this, you can end up in the hair turning orange, green or grey. Furthermore, If the dye used is suboptimal, you can cause further damage to your hair extensions. Remember unlike your own hair, Hair Extensions will NOT grow back.
In the event that you have damaged your hair extensions by self colouring either contact the manufactures to determine if they can restore the hair extensions or take them to a hair salon specialised in colouring. Both of which would incur a fee so depending on the cost you will need to decide whether to purchase a new set of hair extensions.