Nick
Simply find the colour you need in Library>Filters and drag and drop onto fixture in your plot. If you select multiple fixtures and drag onto one of them the colour will be applied to all fixtures in your selection. To remove colour select the fixture and under the red tool button select Remove filters.
The Colour by filter option is under the Plot section of the fixture properties and is used to automatically colour the fixture symbol according to filter in Paper view and plots.
HTH