Where does the colour blue come from?

I know about reflection of light and all that..but if blues a primary colour, where do they get it from? You can’t make it?

Red comes from the tropical Cochineal beetle but what about blue? Does it sprout out of the ground like oil? Do they steal it from rainbows?

How can they make blue paint if you cant mix anything to get it? Or food colouring (once again, this comes from the red-bug)…just a thought…I’m also confused about yellow.