I suggest you start off by finding perhaps three organic solvents such as alcohol hexane or toluene in which your dye may dissolve. The next step is to select a number of candidate absorbent materials such as cellulose (in the form of paper), or colourless polyester or acrylic fabric in either ground up form or fibrillary mass, thus enabling a thin-layer chromatographic analysis.
You next put dissolved dye spots on each candidate substrate followed by a steady flow of solvent drops, causing the component dye structures to separate out into a set of circular bands. You then assemble your column using the solvent/substrate combination with best success in clearly separating the components.