Welcome to using SolidWorks. Right-click on your part name at the top of the tree. Click on the drop-down beside the Appearances icon (looks like a beach ball), and choose Part. That will take you to a color task pane where you have 40 colors to choose from, along with fields to enter for RGB or HSV colors if you want something different from the 40 standard colors. This can also be done for individual bodies or surfaces within a part.
I believe custom colors can be saved in SW, but I've never needed to. Someone else can probably help with that.