What does COLOURS (stanza 1 line 3) means?

i’m doing this poetry analysis of poem by Robert W. Service entitled Young Fellow My Lad.. this is the poem:

"Where are you going, Young Fellow My Lad,
On this glittering morn of May?"
"I’m going to join the Colours, Dad;
They’re looking for men, they say."
"But you’re only a boy, Young Fellow My Lad;
You aren’t obliged to go."
"I’m [...]