Usually people want to convert color (display) to depth (world), so your request is reversed from the norm.
For your needs, an SDK instruction called ProjectCameraToColor may be suitable. "The ProjectCameraToColor function projects an array of world coordinates to the color image coordinates."
How are you getting your world coordinates? I get mine from ProjectColourToCamera, which means the nth element in the world coordinates array is the nth pixel in the colour image, so as long as my world coordinates array stays in the same order I know which colour pixel it represents. If you don't currently do any mapping between the colour and depth images, Marty's suggestion might be easiest to implement.
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We’ll be waiting for your response.
Sorry for my late reply.
Many Thanks. I'll try it!