Seeing colors with your eyes closed, seeing other sights, hearing sounds as well and other types of abnormal sense sensations, can occur when concentration gets strong - these are various types of concentration phenomenon. Although interesting it is not the goal of the type of meditation we teach. Rather it is a type of meditation based on concentration practice. I'll briefly explain two Pali words "Vipassana" and "Samatha".
The word "Vipassana" is sometimes translated into English with the word "Insight" or "Wisdom", that's the type of practice we teach. "Samatha" means concentration. You can get concentrated - sit down and chant to yourself "Coca Cola, Coca Cola, Coca Cola, Coca Cola", and you can get concentrated. Any word can do it. You can stare at a candle flame, you can do Mantras and other things, but that doesn't guarantee wisdom.
It's the Vipassana practice that brings the wisdom. Buddhism teaches both, Samatha and Vipassana. It says that for anyone doing Samatha, that may sharpen the mind but they still have to do Vipassana for the wisdom. Anyone who does Vipassana does not have to do Samatha. It comes automatically as we are able to let go of the Hindrances like anger and fear. As we work directly towards letting it go, concentration comes automatically. In Samatha practices people push away the fear, push away the anger, get concentrated, but the fear, anger, etc. comes back later. It's very important to know there are two different types of meditation, Vipassana and Samatha. In Vipassana type practice if such concentration phenomenan occurs like colors and sounds, we try to note it for what it is and see it's impermanence. Like everything else, it arises, exists and passes away.