The Graphics2D class is part of the Java library. It is documented at http://java.sun.com/j2se/1.5.0/docs/api/java/awt/Graphics2D.html
setColor and fillRect
The method setColor determines the color used for following operation (such as fillRect). setColor takes a color as a parameter.
You can use one of the stadard colors (such as Color.red) or you can use a custom color using the constructor new Color(10,20,30) which uses red, green and blue components 10, 20, 30. Each component can be a value from 0 to 255.