As the rule book say, "Collect all gems in the same color as the active action figure", if my action figure is green, then how can I collect red and blue gems for a set to score 10 points?
You can't. You need to move your red or blue pawn to that volcano to collect red or blue gems. Remember, you play pawns of the same shape, not the same color.
Also, the game allows you to move lower than the number shown on the dice, can I move zero and keep my figure on volcano and get the treasure again?
Yes, you may stay on a volcano. However, only two of your pawns may take an action, so if you decide to move one pawn zero, use the die for another pawn, the third pawn does nothing (which is normal).