No no no.
Red lens = red LED.
Amber lens = amber LED.
A normal white incandescent light bulb puts out light over a wide spectrum of colors. The red lens filters out all of these except red, which is why it looks red.
LEDs put out an extremely narrow spectrum of light, at a very specific frequency (color). Put it behind a different colored lens, and you'll be filtering out virtually all of the light.
If you have clear lenses, then just use whatever color LED you want the light to appear.
If you do not have clear lenses, then the LED must be the same color as the lens.