How does a blue object look under all colors of light

The "blue" object would look the same. Say that this blue object is a square. That "square" is every color but blue. The only reason that you see it as "blue" is because what we call "blue", it the only color of light that bounces back at our eyes. Under all colors of light, especially simultaneously. This square or any shape for that matter would absorb the other colors of light, but the blue will be rejected. Therefore, we can only see what bounces back at our eyes, which is the color blue in this case. 

Hope this helps, WyattMarine501