“Color” is really just a conversion of certain wavelengths into something our brains can differentiate. However this theoretical alien differentiates between wavelengths of light would probably be different than us, just like we’re different than some other organisms on earth. If their method of differentiation is entirely different than “colors” we may not be able to conceptualize it, and they may not be able to conceptualize colors.

But just as an example, maybe they “feel” or “taste” different wavelengths of light instead of seeing them. We might be able to say, “hey, that light that you taste as sweet, we see as red”.

In their language they might have a way to describe that wavelength of light, just as we have a way to describe it, but our ability to really understand that description may not overlap.

We routinely take photos in other frequency ranges. It’s easy enough to find infrared photographs, made easier since not only is there film that exposes IR, but digital cameras are naturally sensitive to it so you just need to change out some filters. But you know, astrophotography often uses different frequency ranges, since a lot of stellar phenomena emit different kinds of radiation.

The bigger question is, would an alien without eyes at all be aware of electromagnetic radiation? And conversely, what phenomena are there that would be obvious to aliens but we just don’t know about, because out sensory organs don’t predispose us to being aware of them?

Read the book Hail Mary by Andy Weir. He explores the alieness of an alien really well and this was one of the hurdles to understanding between the two protagonists.

Light is an electromagnetic wave. Humans don’t naturally perceive most of the electromagnetic spectrum: https://en.wikipedia.org/wiki/Electromagnetic_spectrum

So, your theoretical primitive alien without technology wouldn’t know, but one with sufficient technology level would know. Assuming that it’s not an ignorant one.