If born blind, they would have no concept of blue, red, yellow, etc.
Their world consists of shapes, and envisioning them, highlighted by other sensory input such as sound, smell, texture, etc.
However, if someone explained to them that when they are sad, they feel blue....and that yellow is a happy color....and red represents love, nature is mostly green, etc....they most likely will associate the color (which they have never seen, but, understand it on a deeper level) with an emotion.