Hi, I'm beginner at that kind of stuff. I was wondering how do I make different lights light up on different audio frequencies, like on low frequency red light lights up and on high frequency blue light lights up. I hope someone understands what I mean. Maybe someone could help me find tutorials. I know I probably have to use capacitors and resistors but I have no idea how to wire them up.

 

This has been around for over 60 years.
Google colour organ circuit or "color organ" if you want to use the American spelling.

 

Welcome to AAC!

I know I probably have to use capacitors and resistors but I have no idea how to wire them up.

It's basically several active filters (low/high/band pass) used to control lights of different colors. If you build one, pick one that doesn't use high voltages. I've seen several that were just plain dangerous.

https://www.amazon.com/Jameco-Kitpro-KIT-COLORORGAN-Circuit-Skills/dp/B00B889YLY

Here's another, but price is too high:
https://www.canakit.com/3-channel-ac-colour-organ-kit-ck185-uk185.html

There are LED spectrum analyzers based on this idea; though some of them use a now obsolete (hard to obtain) part.

 

I wish there is a way for Google to remove the circuits posted that do not work.
Here is a "color organ" that uses the wrong filter type: