Depends upon the camera but there should be a WB setting in the menu. Auto tends to give funny results so set it to the colour temp of the lights you are using.
Sunlight is about 5,400K and above.
Blue sky is 10,000K and above.
Typical domestic tungsten lamps 2,800K for 100W
Put something white under your light source. Adjust the WB until it looks right - although getting the WB right can often make the overall colour look wrong.
If you shoot in RAW then you can always adjust the WB in post-processing.
If you are not shooting digital but are using film then you are probably shooting Daylight film in tungsten/artificial light or evening sunlight.
Use tungsten balanced film if you can find it or get yourself some Wratten filters to compensate (learning about Mireds will help here).