Seahorses change their colors according to their own mood and will. Some people say you can cause color change by placing brightly colored objects in the tank. I have never personally seen that happen, but if you wanted a yellow horse, you might try placing yellow objects in the tank.
BTW, some species are more likely to be bright colors than others, and nothing you can do will change that. Reidi are well known for bright yellows and oranges, while dwarfs are almost always a dull beige. Depending on the species of your horse, you may be asking for an impossibility.