setColors is used to set the colors that are going to be used for each point in the series when colorByPoint option is enabled. To set a color for the whole series you should use setColor, if you have multiple series with different colors you can create a PlotOptionsColumn instance for each series like and then set the color and add it to the series like this:
Series series = new ListSeries("John", new Number[] { 5, 3, 4, 7, 2 });
PlotOptionsColumn plotOptionsSeries = new PlotOptionsColumn();
plotOptionsSeries.setColor(SolidColor.BROWN);
series.setPlotOptions(plotOptionsSeries);