Recently IDEA/PyCharm added support of ANSI escape codes in the console. Still this does not mean that scripts will always be able to use coloring.
Here is the problem: normally a script is supposed to detect if it is executed from inside a tty or not. The PyCharm console is supposed to be a tty but it seams that it isn't. In fact it seams to be a file and due to this the color output will not work (you are not supposed to output ansi escapes if your stdout or stderr is a file).
Here is the detailed question with sample code http://stackoverflow.com/questions/7445658/how-to-detect-if-the-console-does-support-ansi-escape-codes-in-python
How do I tune the code in order to use ANSI coloring when it is available?