It is not possible to copyright a group of colors as far as I'm aware.
It's possible to trademark colors as part of "trade dress". However, trademarks are not the same as copyrights. And even if trademarked, you are free to use any color theme outside the industry which any trademark applies. So, unless you are building or advertising a subway/underground, you wouldn't be violating any trademarks either.
I'd use them if I wanted to with a clear conscious.