Automatically change interface colors for normal(visual) vs input mode

Question

I have found a related question here:
Automatically set the 'number' option in Vim when entering Ex mode, set 'nonumber' in visual mode

Still I am not sure that I can follow those explanations to achieve what I want.
So here is what I want to achieve:

For normal (and visual) mode, I've set up a color bar, for example here I [ab]use the foldcolumn to indicate that I am in visual mode (see on the left a blue vertical bar):

Now if I go into insert mode I want it to change the color (now the bar is gray as if it is gone):

I want this to set up a strong visual feedback which helps to always see in which mode I am currently.
Sometimes I start to input text when I am in normal or visual mode and this results in running a lot of Vim's commands.

So how can I make that the color changes automatically in run-time when switching from insert to normal mode and back?
Here I use is foldcolumn, but it can be something else with similar effect to this.

VIM 7.4, Windows

Answer 1

Use the InsertEnter and InsertLeave autocmd events. For example, say I [ab]used the cursorline setting instead of the foldcolumn:

autocmd InsertEnter * set cursorline
autocmd InsertLeave * set nocursorline

So whatever it is you do to change the colour of the foldcolumn (hi FoldColumn ctermbg=blue?), put those as the commands after the autocmd InsertEnter * and autocmd InsertLeave *.

This is easier for the insert mode than other modes, since there are autocmd events for entering and leaving insert mode, but not for normal, visual, etc.

Answer 2

Based on Muru's answer, here is what I made:
In colorscheme file set the default color for foldcolumn:

hi FoldColumn  guifg=#C7C8B8  guibg=#DACBAD  

Then in vimrc file enable foldcolumn (set foldcolumn=2) and add color settings on InsertEnter and InsertLeave events:

autocmd InsertEnter * hi FoldColumn guifg=#C7C8B8 guibg=#E6E5DC
autocmd InsertLeave * hi FoldColumn guifg=fg guibg=#DACBAD

::
Normal mode:

::
Insert mode: