Look on top right of your blender viewport for shading icons:
Click the material preview option:
Some material should appear on your loaded model:
Select any of the layers of your model:
Once selected go to the material tab:
You will see a list of materials. Each one corresponds to a material in your GCode. If you want to edit the color. Just click one material. Then click Colour under the Surface section and pick whatever color you like. For more on this checkout the page: How to Change the Colour of the Loaded GCode?
Congratulations. You now have a multi-material model that you can render:
