Considering the fact that anti-freeze itself is colored I'd say it's not adding much.
Clean the engine, let it dry and then start to look for leaks.
Some causes for a leak:
- A rotten hose.
- Bad water pump.
- Headgasket - in which case the dye is useless anyway.
- Broken radiator.
- Broken heater.
The last two aren't as likely, but can happen as well.