Color changing per layer isn't fully mixed color.

Single extruder
  *You can color the filament as it is pulled with a sharpie marker either by hand, or there
       are a few files on Thingerse that will color the filament for you.
  *There are a few, though fairly hard to find, filaments out there that make a near tie-dye
       looking filament. But this is does not give you the ability to control which color extrudes where.
  *Many people have experimented with multi/dual colored filament using a Filastruder.
Dual extruder
  *Obviously gives you two options for colors. But if you use a sharpie or before mentioned
       multi-colored filaments or sharpie technique, you could easily have 4 colors. But again, it
       is either tricky or impossible to control the extrusion of each color.
The Kraken
  *The Kraken is a quad extruder. This obviously allows up to 4 different filaments to be extruded.
You can read more about the Kraken at Filastruder.com or at e3d-online.com

Hope this answers a few of your questions

As a newbie, how does it works printing multicolor objects? As far as I know I have seen printed objects with full mixed colors.

However doesn´t these machine only allow 2 colors of soon to be used with? :S