you can easily do it either way...
with animations, create the object, and then Set Animation to: Choose("red", "blue", "green", "yellow")
(assuming those are the names of the animations obviously)
if you put 4 different objects in a family, then Create family object will randomly choose one of the types for you.
So, if the objects are vastly different from each other - with lots of different properties, then the family way is easier.
But it they are mostly the same, except for the animation, then that way works fine too.