That light blue lace appears to be polyester (from the seller's description), which means it's only maybe dyeable -- polyester is a cantankerous beast to dye, and the results are far less predictable than most fabrics. Sometimes poly dyes, sometimes it rejects the dye entirely, sometimes it winds up a colour rather not like what you expected. If you want to dye it, try for nylon or cotton lace -- both will dye up fairly readily (if the nylon doesn't have surface treatments).
That pink lace is nylon, so you could get a swatch of it and try dyeing it. For nylon, you want to work with an acid dye (Jacquard's
is my personal favourite).
If you don't want to dye, you could always try layering that black lace over a mesh to try to give it an effect more like that photograph.
Hope that helps!