It is actually possible to colour lines themselves...assuming you were happy to just use a single line for each string. You can do this in the Styles Browser. Dig your way through the tabs through In Model and Edit, then choose the Edges tab and change the setting from the default 'All same' (ie black) to 'By Material'. You can then colour them with the paint bucket, just like a surface.
My preference would be (especially if you want to vary the thickness) to use either a 2D very long rectangle for each string, or use a triangle rather than a circle for the cross-section. In other words, make each string a very long prism. Paint each string the appropriate colour then smooth and hide its edges...so that the colour doesn't get drowned out by the black outline as you zoom away. You'll never notice that the string isn't round...and you'll save a heck of a lot of faces if you want to do anything fancy with them at the windings.