Well for one, they just steal it from other people. Second, a general rule for orks is that there is a squig for everything. Literally, there is a squig called a paint squig. It excretes dyes that are used to make paint. What form that excretion comes out as is up to your imagination. 

But as your ork is alone and not near any other orks they probably wont have ready access to squigs of any variety. But they can still buy or steal paint from other races