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.
If you walk around burial fields, you can see scenes where she is reviving her subordinates. She kinda just ignores you and then flies off so there's not much you can do. Awkward.
After being imprisoned for so long, she takes to the skies with incredible joy. It's very funny to see her undead minions frantically trying to keep up.
