Go to the Layer menu, and then New Adjustment Layer → Hue/Saturation, and set the blending mode to “Soft Light” and check “Colorize.” Use the Hue, Saturation and Lightness sliders to control the color: for a cool look, for example, set the hue at 210, the saturation at 50 and the lightness at 10; for a warm look, set the hue at 30, the saturation at 30 and the lightness at 5.
Here is Hue/Saturation and Color Fill.
Alternatively, you could use several color layers. Create them from the layer palette with the “New Fill/Adjustment Layer” button. Choose a color, then set the blending mode to “Vivid Light.” Reduce the opacity to about 12%, and invert the layer mask with
Control/Command + I. Paint in the colored light with a big brush and white color. This works especially well for the lighting in portraits that have a textured background.
Here’s the Color Look with an Adjustment Layer.