you buy a dye, either the dye vendor or some playeer made ones
click it in your inventory so the cursor gets an outline, open your char window and click on a peice of armour and select either primary or secondary (each bit can be dyed in 2 parts) it will show you a preview of the colour before you actually apply it, should be a conformation box.
IF YOU USE A WARDROBE SET, you have to dye the wardrobe not items and not the actual ones giving stats in the main char tab
