First, absorb the heat from solar radiation. For example, the 6mm clear float glass, the total diathermancy under sunlight is 84%. But at the same conditions, it is 60% for the colored glass. The colored glass with different thickness and different color, will absorb different heat from solar radiation.
Second, Absorb the sun visible light. The colored glass could weaken the intensity of sunlight, have the effect of anti-vertigo.
Third, have some transparency, could absorb some ultraviolet rays, protect the humans.