In a traveling wave microresonator, the cascaded four-wave mixing between optical modes allows the generation of frequency combs, including the intriguing dissipative Kerr solitons (DKS). Here, we theoretically investigate the quantum fluctuations of the comb and reveal the quantum feature of the soliton. It is demonstrated that the fluctuations of Kerr frequency comb lines are correlated, leading to multi-color continuous-variable entanglement. In particular, in the DKS state, the coherent comb lines stimulate photon-pair generation and also coherent photon conversion between all optical modes, and exhibit all-to-all connection of quantum entanglement. The broadband multi-color entanglement is not only universal, but also is robust against practical imperfections, such as extra optical loss or extraordinary frequency shift of a few modes. Our work reveals the prominent quantum nature of DKSs, which is of fundamental interest in quantum optics and also holds potential for quantum network and distributed quantum sensing applications.