RGB LEDs contain a Red, Green and Blue LED on one die. With RGB LEDs you can mix the color you want, by changing the intensity of each individual color. If you use an Arduino for mixing colors, you need 3 PWM outputs.

RGB LEDs are available with 6 pins, each individual LED having 2 connections, but most RGB LEDs have 4 pins. Then either the cathodes (-) or the anodes (+) of the individual LEDs are common. Check the datasheet to see how your LEDS are connected internally.

Look at the article on Indicator LEDs for proper connection and use. Each individual color LED has its own forward voltage, as a result the series resistance for each individual LED color is different. You can find the forward voltage in the datasheet of your LED.

RGB LEDs are not really suitable to create (warm or cold) white light, mainly because the individual LEDs have different intensities. Because of this also LEDs that have a separate white LED included on the die exist. These are referred to as RGBW LED.

Neopixel or other digitally controlled LEDs can also be RGB or RGBW but they are controlled differently because they have a small on-board processor that takes care of the PWM part.