It is a matter of personal choice whether you have a separate color scheme for each room , or one for the whole house.
One single color scheme can work better for small spaces, to make them feel larger (as a whole) and less cluttered.... but separate color schemes can allow you to create a different atmosphere or 'feel' to each room.
Personally, I have a different color scheme to each room, but a keep the central hallway in a neutral color, so that you don't experience color clashes when looking into other rooms.
I hope that helps you with your decorating decisions.
