The baseline design of present XFEL projects only considers the production of a single photon beam at fixed wavelength from each baseline undulator. At variance, the scheme described in this paper considers the simultaneous production of high intensity SASE FEL radiation at three different wavelengths. We present a feasibility study of our scheme, and we make exemplifications with parameters of the baseline SASE2 line of the European XFEL operating in simultaneous mode at 0.05 nm, 0.15 nm and 0.4 nm. Our technique for generating the two colors at 0.05 nm and 0.15 nm is based in essence on a "fresh bunch" technique. For the generation of radiation at 0.4 nm we propose to use an "afterburner" technique. Implementation of these techniques does not perturb the baseline mode of operation of the SASE2 undulator. The present paper also describes an efficient way to obtain a multi-user facility. It is shown that, although the XFEL photon beam from a given undulator is meant for a single user, movable multilayer X-ray mirrors can be used to serve many users simultaneously. The proposed photon beam distribution system would allow to switch the FEL beam quickly between many experiments in order to make an efficient use of the source. Distribution of photons is achieved on the basis of pulse trains and it is possible to distribute the multicolor photon beam among many independent beam lines, thereby enabling many users to work in parallel with different wavelengths.