Most sets that I have seen are just painted in fairly standard Napoleonic colours.
Orcs in British uniform, Elves in French, Goblins in Portuguese, Undead mostly in Russian, I think the toads are Kingdom of Naples, Dwarves are Prussian, dogs are Austro-Hungarian.
If the starter set is still Orcs vs Elves, then it would be Orc rifles in green jackets, and the Elves usually in blue coats with red cuffs.
If in doubt, watch "Sharpe" on youtube