Supposedly the Segoe UI Emoji font is a "color font", and I think that means that it contains color versions of Unicode emojis. And if I use the Windows Touch Keyboard to insert color emoji into certain web apps (Google Docs, Office.com, Facebook, etc) they do appear in color. The same happens if I cut and paste them from Emojipedia. But if insert them into desktop apps (Windows Notepad, Notepad++, WordPad, desktop MS Word, Libre Office Writer), only a line-art version of the emoji appears. The only desktop app I've found so far that displays the emoji in color is Thunderbird. Why do these apps not display the color emoji when the color font is installed?
Displaying color fonts in color requires application support. This support is not trivial.
Color fonts supply color information to Windows text rendering functions. But this doesn't do anything unless they are prepared to use it. Windows provides to applications a number of options for rendering text and the developer will choose the method most appropriate for the application. They were not all introduced at the same time. Newer methods supporting more advanced capabilities were introduced in later versions of the OS while the older methods were retained for compatibility reasons. The later versions of these methods support colored fonts while the older do not.
Most popular browsers and some other applications use the advanced font rendering technology and thus do support color fonts. On the other hand most desktop applications use the old text rendering methods that have been available for decades. They are the easiest for the developers to use and provide sufficient capabilities for their needs. But they do not render color fonts in color.