In the last few decades we have witnessed how the pheromone of social insect has become a rich inspiration source of swarm robotics. By utilising the virtual pheromone in physical swarm robot system to coordinate individuals and realise direct/indirect inter-robot communications like the social insect, stigmergic behaviour has emerged. However, many studies only take one single pheromone into account in solving swarm problems, which is not the case in real insects. In the real social insect world, diverse behaviours, complex collective performances and flexible transition from one state to another are guided by different kinds of pheromones and their interactions. Therefore, whether multiple pheromone based strategy can inspire swarm robotics research, and inversely how the performances of swarm robots controlled by multiple pheromones bring inspirations to explain the social insects' behaviours will become an interesting question. Thus, to provide a reliable system to undertake the multiple pheromone study, in this paper, we specifically proposed and realised a multiple pheromone communication system called ColCOS$\Phi$. This system consists of a virtual pheromone sub-system wherein the multiple pheromone is represented by a colour image displayed on a screen, and the micro-robots platform designed for swarm robotics applications. Two case studies are undertaken to verify the effectiveness of this system: one is the multiple pheromone based on an ant's forage and another is the interactions of aggregation and alarm pheromones. The experimental results demonstrate the feasibility of ColCOS$\Phi$ and its great potential in directing swarm robotics and social insects research.