Do you mean the concept art? There are scans available of them around... just have a search..
Search for "lemmings concept" and use images on google, they'll come up there.
If you look at my first animation.... it was blue hair, and red jump suit... no idea why... I think that was part of t
the default palette of DPaint. I guess it would have been close to that, otherwise, Ive no idea.