Capes for tying dry flies all come from roosters. Dun is referring to the color of the feathers. Charlie doesn't have any pictures on his site of his colors, but if you search his capes at other retailers you can see some examples.
I'd suggest looking at the color of the feathers for the patterns you most intend to tie and purchase those to get started. You could also consider buying the 4 cape grab bag from Collins Hackle farm. My understanding is if you let him choose the colors for the discounted rate, people tend to get a grizzly and brown cape with two additional colors.
Even better yet, give him a call and tell him what you are looking for. He's a pretty straight shooter and will be able to help.