Colouring one side of a pyramid

Hey all

Have just started playing with Dimension and learned how to turn a cone into a pyramid. 

Is it possible to change the colours of each side of the pyramid? I've tried the magic wand but it's selecting all 4 sides (as if it's 1 whole) rather than individual sides? I'm sure I'm being pretty thick and missing something. 

Can anyone help me out? Thanks in advance.