Coarse-grained (CG) simulation models of condensed-phase systems can be derived with well-established methods that perform coarse-graining in space and provide an effective Hamiltonian with which some of the structural and thermodynamic properties of the underlying fine-grained (FG) reference system can be represented. Coarse-graining in time potentially provides CG models that furthermore represent dynamic properties. However, systematic efforts in this direction have so far been limited, especially for moderately coarse-grained, chemistry-specific systems with complicated conservative interactions. With the aim of representing structural, thermodynamic, and dynamic properties in CG simulations of multi-component molecular systems, we investigated a recently introduced method in which the force on a CG particle originates from conservative interactions with surrounding particles and non-Markovian dissipative interactions, the latter introduced by means of a colored-noise thermostat. We examined two different methods to derive isotropic memory kernels required for integrating the corresponding generalized Langevin equation (GLE) of motion, based on the orthogonal dynamics of the FG forces and on an iterative optimization scheme. As a proof of concept, we coarse-grain single-component molecular liquids (cyclohexane, tetrachloromethane) and ideal and non-ideal binary mixtures of cyclohexane/tetrachloromethane and ethanol/tetrachloromethane, respectively. We find that for all systems, the FG single particle velocity auto-correlation functions and, consequently, both the short time and long time diffusion coefficients can be quantitatively reproduced with the CG-GLE models. We furthermore demonstrate that the present GLE-approach leads to an improved description of the rate with which the spatial correlations decay, which is artificially accelerated in the absence of dissipation.