Easy... I know because I'm doing something... Similar...
Let's make the basic shape, then sand it a bit with rough sandpaper, then spray over it with a rattle can of any color, but only a little mist... little by little, it will eat the foam in small tiny bubbles (bigger, if you don't fully press the nozzle, let it "spit" paint a bit) OR, you could (carefully!) use heat, but this method has less control...
Once everything looks good, seal the surface with a thinned latex paint or something that will not eat the foam and paint it like concrete (it's easier to do than to write it!:lol)
do some tests over a scrap piece of foam first
Or you can use real concrete, OR even some elmers glue and sand (glue the piece like a crazy, cover it with sand, let it dry, and then remove the excess of sand, then a final layer of glue to set it, then paint if needed)
Hope this helps