Its done the same way for the last several versions of Pro Tools, with the Color Palette. Just select a clip with it open and it should automatically change to clips.
Here's a couple videos
Pro Tools | Color Clips on the Timeline LIKE A BOSS!
https://youtu.be/SnpsxoR-hM0
Pro Tools | Color Clips in the Clip List LIKE A BOSS!
https://youtu.be/_Laui6VYu_o
Pro Tools | All Colors the Same LIKE A BOSS! (Tracks, Clips, Clip List Colors)
https://youtu.be/g2c82Ln_k78