Filter stacking in Deep Sky Stacker

As newbie, if you use different color filters on same object capture, do you stack the filter captures along with the the normal lights, as one bundle, or do you stack them separately to each color and then stack the 2 or more masters together?

You stack each filter separately into masters for each colour (R, G, B and possibly L). Then you align the masters to make sure the stars in each master will sit precisely on top of each other when you combine then. Finally you combine the masters into a single colour image, assigning the R master to the red channel, G to the green channel, etc. There’s lots of YouTube videos out there showing you how to do this, depending upon what software you are using.