There are only about two basic ways to do this to my knowledge. One is simply using a paint product suitable for the purpose to cover the concrete.
Another method is Acid Staining. In Acid Staining the concrete is etched with acid then stained. One great source of information for Acid Staining techniques is at http://www.gayegoodman.com
Beware there are concrete paints on the market that are labelled as "stains" but I don't consider them anything more than a paint.