You can put data in DataFrame with three columns, x, yand group, and use the group as a color aesthetics.
n = 10
x = collect(1:n)
y1 = rand(n)
y2 = rand(n)
y3 = rand(n)
using DataFrames
d = DataFrame(
x = vcat(x,x,x),
y = vcat(y1,y2,y3),
group = vcat( rep("1",n), rep("2",n), rep("3",n) )
)
using Gadfly
plot(
d,
x=:x, y=:y, color=:group,
Geom.point,
Scale.discrete_color_manual("green","red","blue")
)

As stated in the comments, you can also use layers:
plot(
layer(x=x, y=y1, Geom.point, Theme(default_color=color("green"))),
layer(x=x, y=y2, Geom.point, Theme(default_color=color("red"))),
layer(x=x, y=y3, Geom.point, Theme(default_color=color("blue")))
)