In the case of a Martian colony, the environment would be mostly controlled, but there’s nothing we can do easily about the gravity. Folks living on Mars would spend most of their life at a third of a g. Then, too, the very artificialness of the environment would be another effect: You wouldn’t be spending much time, at all, out in the Sun, and what time you did spend, the Sun would be a lot dimmer.
For the first generation of colonists, they would probably be getting less exercise than their Earth-bound brethren, due to the lower gravity. So, just like any human who doesn’t get much exercise, they’d probably lose bone density and muscle tone. But they could probably get it back, if they tried, with a system of heavy exercise. Likewise, you wouldn’t see much tanning, unless the colonists deliberately tried for the look using UV lamps (like in a tanning parlor on Earth). So the colonists would have paler skin, on average, than us Earthworms.
The first generation of children born on Mars would have similar effects, but probably more extreme, since they’re exposed to Martian conditions for their whole life. The lower gravity might have some significant changes to development, as well: It’s conceivable, for instance, that a kid growing up on Mars might grow considerably taller than he would have on Earth. But their genes still wouldn’t be different. If a couple of second-generation Martians (with their pale skins, weak muscles, and long, brittle bones) came back to Earth and had and raised a child here, that child would be a perfectly normal Earth-type human, with strong muscles and bones, and as much of a tan as anyone else.
All of this thus far is just individual adaptation, which is not the stuff of evolution. Where does that come in? Well, occasionally, a child is born with some mutation. Most often, the mutation has no immediately significant effects: The kid might have a different eye color, for instance. But suppose that we have a mutation which slightly changes the structure of the heart, perhaps. This mutation, please note, would be equally likely to occur on Earth or on Mars. Now, it may happen that this slightly changed heart doesn’t work very well in a full one gravity. It may not even work well at all in one g, in which case, any Earthling child with that mutation is likely to die very young before having children of their own. But it may be that this same mutation makes the heart work a little more efficiently in one-third g. So a Martian kid who had this mutation might be a little healthier. Maybe he’ll be enough healthier that he’s a little more likely to survive accidents and reach adulthood. Maybe it’ll help give him a little more athletic ability, which makes it easier for him to catch the eye of girls. And maybe he’ll marry late in life, after his peers are dying of heart attacks. In short, maybe this mutation gives him some slight edge in reproduction (of course, maybe it doesn’t: Evolution doesn’t care if you live a long and prosperous life, as long as it doesn’t affect how many kids you have).
Well, if this mutated heart does give some slight advantage in Martian gravity, then the lucky guy born with it will tend to have more decendants than his peers. And those descendants are likely to have the same sort of modified heart, and enjoy the advantages of it themselves. Gradually, the gene for the modified heart will become more and more common in the Martian gene pool, and it may happen eventually (if there’s not continual immigration of new Earth-type humans) that there are few or no Martians left who have an Earth-type heart. Meanwhile, there have been many other mutations, a few of which are also favored more on Mars than on Earth, so Martians might on average start to tend to have a different bone structure, or muscle structure, or skin composition, or the like, than their Earthly cousins. If enough of these changes occur, then the Martians would eventually become unable or unwilling to interbreed with Earth humans, and we’d have a separate species.