Nice. Same question, how do you do this?
This is easier than the soap film.
You need to have a mixture water/oil in a recipent that has a transparent bottom, placed on a table with cristal top. Put your source of light (a table lamp works well) below the table, lighting towards the transparent top of the table. Put colored thin papers/ colored plastic films or pieces of colored plastic bags on the cristal top, and place the recipient over them.
As the mixture of water.oil, I use two methods. First is to put aprox. 1 qt of water and 1 tablespoon of cooking oil, strirr and let the drops gather to form bigger "isleands". Second is to use a sprayer and spray oil over the water.
Use your macro lens, a fairly close aperture and time/iso according to the light available. If your table is short, ther will be plently of light and velocity/iso will be higher.
If you dont have a tabkle with a cristal top, you can put a piece of glass over leaaning over two columns of bricks, books, etc.
You can change the colors of the papers and experiment.
By the way the photo I posted, has the white balance changed, so the color tones.
Regards.