No, colors cannot develop in vacuum, just as the sound and the heat cannot develop in it.
This doesn’t mean that if a copper wire is situated in the void universe, it will not be red when illuminated by the sunlight. It only means that in the void universe cannot develop the refraction colors, diffraction colors, interference colors, that is, colors that are not bound to a material object.
For example, if an ordinary triangular prism is situated in the void Cosmos and the sunlight falls on it, then no colors will appear on the white screen situated behind it. The sunlight will remain white after the refraction, because there is no air between the prism and the screen.
We overlook the element "air" in the birth of colors. Actually, it doesn’t have to be air, sometimes it can be water, glass, in one word, a transparent matter.
If you go to live on the Moon or on Mars, prepare not to see any colors, except those bound to the material objects. No blue sky, no red sunrise and sunset, no spectrum behind a prism - only light and darkness, only white and black.
P.S. You probably think: The light is composed of colors. What has the air behind the prism to do with them? But, it is not so. Please look at the picture below. It is a great evidence that the light refraction solely is not enough for the birth of the refraction colors. For, how on earth could the yellow and red color suddenly invert in their opposites after the focal point.
Consider also this: if a color is a frequency, then how could it suddenly change its frequency at one point on its way of propagation?!
More about this picture you can read here:
Why is the sky blue? How does light make colors appear?