It’s really quite simple. You can either use one of the existing modules in Module Manager or create new ones. Then:
(1) In the “Position” dropdown box choose either “user8”, “user9” or “top”. (those are the 3 module positions)
(2) to get the color to appear, go to the “Module Class Suffix” box and type in “-blue” or “-green” or “-orange” (no quotes)
(3) Make sure the module is published.
I’m a real joomla newbie and I agree the User Guide is a little vague on the details of doing this. However, you’re in good company since there seem to be a ton of folks out there who have the same question.