This is my Sim and her new pal Pumpkin!
You can change the Unicorns colours using ctrl, shift, c and typing 'testingcheatsenabled' true. You then shift click on the Unicorn and clicking 'Edit Sim in Create A Sim'. I don't know if you knew this but it can be really cool and you can create cool looking animals as you can do it with any Pets.
I made a Pure white Unicorn and gave it Dark Purple Base and Roots and Hot Pink Highlights and Tips on it's feathering, mane and tail. It looked awesome.