Plants which have colored leaves (i.e. non-green leaves) too have chlorophyll in them.
Colour of leaves depends on the colour absorbed and reflected by the pigments present in them. Basically, there are three pigments chlorophyll, carotenoids and anthocyanins.
Chlorophylls reflect green colour and absorb red and blue colours from the sunlight and appears green in colour. Hence, more green colour means they have more chlorophyll and vice-versa.
Red and other coloured leaves also have chlorophyll in them but in less quantity. Hence, they appear colorful. And able to prepare food like green plants.