Status categories have fixed colours, and project categories do not have a colour setting at all.
Your list seems to be of three issue types, not categories, and they all have the same icon with the same colour. You can select different icons (or upload your own) to get a colour change there.
If you're not talking about the colour there, could you explain what you are trying to do a little more please?
Hi, @Bruna Antunes. Thank you for seeking help from your peers.
Please consider tagging your posts with information that will help others help you :)
For example, are you using Jira Cloud or on-prem Jira? Which type of Jira are you using (e.g., Jira Work Management, Jira Software, Jira Service Management)?
With more context, it will be easier for others to help you.