In the game they only appear as grey even though technically their name is "Brown Dragon". If you up the saturation, you kinda see a tint of orange/brown though.
She mostly shows up in the main questline, and then mostly in the final parts of it, so you don't really ever see her after escaping Helgen. Probably a lot of players even forgot about her.
Alduin has a unique shout "Meteor Storm", where meteors rain down from the sky in an epic final battle! But then the meteors just mostly end up hitting herself.
