I want to create a font of colour logos exactly imported from illustrator with CMYK information. Is that possible?
Pretty much the only color model you can use in color fonts is RGB. If the font is sbix, you can include color profiles inside the PNG images that constitute the glyphs, but we wouldn't count on it that they will be used.
COLR is RGB-only.
SVG actually does support CMYK and ICC, but it’s a working draft in W3C:
Theoretically, an OpenType+SVG font might contain SVG graphics with colors specified this way. If you prepare your glyph SVG images outside of FontLab 7, you could include that information.
But we have no idea which apps that support OpenType+SVG support those color definitions, and which apps would use the fallback zRGB that also needs to be specified.