Makeup will stick to silicone, but it needs to be sealed if you want it to stay permanently. A better alternative would be to use silicone-based paints, but those can be expensive and still require sealing. Sealant dries shiny, so regardless of which option you choose-either the makeup+silicone sealant or the silicone paint+sealant-you will need to use matting agent. It's easy to mess up this part, which is why a lot of painted silicone prosthetics have shiny bits.
Try this kit for a reasonable sealant/matting combo:
http://www.factor2.com/silicone_seal_p/564-kit.htm. That same site also sells $30 silicone pigment kits.
You can also go the intense DIY route discussed here:
http://naomidlynch.com/2013/08/13/the-how-and-why-of-silicone-part-5/Note though that only silicone sticks permanently to silicone. Unless it is sealed using an appropriate silicone-based sealant, whatever pigment you use will peel, flake or rub off. Plus, I don't think you want unsealed painted materials making constant skin contact.
I haven't tried this myself, though I keep meaning to. It just seems like so much work. Heh.