We know whether lions and other mammals are colour blind by looking into their eyes or at their genes.
Mammals have special cells that respond to light, which are arranged in a layer called the retina at the backs of their eyes. Two types of cell respond to light; rods detect light but not colour, whereas we have three kinds of cone cell that contain different pigments that respond to red, green and blue light. By stimulating differing combinations of these cones, we can see many different colours. Other animals, including rodents, may have more kinds of cones that detect other colours, including ultraviolet.
We can find out which pigments mammals have in their eyes by the different wavelengths of light they absorb, or we can look at their DNA to see which genes are present, which are code for the different pigments. Many carnivores and ungulates have only two pigments, so we know they are colour blind.