The help for the IdentifyPrimAutomatic explains this (for the window that shows three different-colored outlines):
“During processing, the window for this module will show that objects outlined in green were acceptable, objects outlined in red were discarded based on their size, and objects outlined in yellow were discarded because they touch the border.”
The other window shows a arbitrary colormap - the colors do not mean anything but simply help you to tell various objects apart. It’s like a world map showing countries in different colors. You can change the colormap in File > Set Preferences.