To actually color you should use the filling/gradient tool or the brush.
The brush should be set to, Hardness: 0%
Opacity: 10% - 20%
Flow: 100%
Now, to create shading you simply lower the size and color the same place, if you want it to be a bit darker just change the color it self to dark, oh and don't forget to change the brush to multiply.
Also, you'll have to use a lot of layers, like if you want to color something, you can simply choose it with the pen tool right click on what you chose then press on "Make Selection" and every time you color it won't go out side, you'll color only what you selected, now if you want to shade what's inside the selection you'll have to change the opacity.