Filament change during printing

[new_maker]

Hello,
how can I print multicolor?
I use the software "Ultimate Cura" in the latest version.
When I go to "Filament change" in the program and enter the layer, nothing happens.
If I go to "Pause" in the program, I can run the filament back, but the time is simply too short to reintroduce new filament, which means the printer then already continues to print, although no filament comes out of the nozzle yet.

How can I do that with the printer that I can change the filament and can continue to print cleanly?

Thanks for the answer.