well of course, this is a technical question not directly connected with Moncha – but generally the mostly used way is to use dichroic mirrors(filters). You can read some information about them at http://en.wikipedia.org/wiki/Dichroic_filter . Generally they reflect one color and transmit other. With then you are able to connect e.g. red with blue and then with green.
I’m not sure if you know http://www.photonlexicon.com . But it is a very good forum about laser systems in general, so maybe you could ask about more detials there too.