Is it possible to give different colors for shapes that's all under one layer. Basically i am trying create a vector icon in Photoshop though I know its possible through Illustrator. Is it possible to turn that circle shape in some other color? All needs to be in same layer and vector. I felt myself this question tricky.
No, It is not possible for a vector layer to have different colors for different shapes in Photoshop. Although if you want to retain the vector, you can make a smart object and place all your vector layer shapes as different layers in it.