In SolidWorks, you can work with colours in different ways. The rule is that the paint is harder the more local it is defined. You can easy see this by selecting the part where you are interested and click the right mouse button.
Here is a colour that is associated to a Feature, and then there is a general colour of the part.
If you want to see an overview of all colours (not Faces), you can see that at the Feature Manager.
Click on the small arrows at the top so the menu expands.
A tip is to make the colours in compilation mode, since it’s quick to add the colours and shades, even the bottom of the Parts and Face level, without having to open the details.
By pulling the colour to the part you may choose the level at which the colour is added.