Whatever the make-up objective, the techniques for lightening/shadowing are the basis of the effects you want to achieve. Shaded/dark segments cause that area to recede optically, whereas highlighted/lighter segments make something stand out optically.
Important areas for shading are the eye sockets, the temples, the side of the nose and below the cheekbones. The vertical frown wrinkle and the naso-labial ('nose-lip') fold are also important areas to shadow.
If you do not want the colours to mix, be sure to wait for the first layer to dry before applying another colour over it or up against it.