Colors do not always result from pigments in nature. Often the colors result from the physical structure of an organ.
This video, What Gives the Morpho Butterfly Its Magnificent Blue?, describes how the microscopic structure of an organ can lead to different colors without needing actual pigments.
The iris in our eye is a structure that exhibits this phenomenon. We only have brown pigments, but structural color accounts for the blues, greens, and hazels that we often see.