How do I kill an incapacitated colonist?

There are a few ways to kill incapacitated colonists or prisoners.

On the health tab, select the Operations sub tab and you can schedule a number of operations. To simply kill the patient, select Euthanize. If you're feeling diabolical, you can also harvest body parts before putting them out of their misery. Removing a lung and a kidney will not kill the patient, assuming they are starting with two. Removing any other part (heart, liver) will result in the death of the patient.

You can also select a colonist who has a gun, and fire at the ground where the person is standing/lying.

Well, I just figured out. I had this colonist stuck to a medical bed with no legs and was receiving decent treatment and food, I just converted the whole room to a prison and the colonist fell out of bed and a message appeared that she needed to be rescued. I just let her starve to death.

The proper way of killing a fellow colonist would be to draft another colonist, give him/her a gun and force them to shoot the incapacitated colonist. Or you could use an improvised turret and force attack the colonist.