@Jeruba Icons can be in any location on your computer’s hard drives, just like any other file. You can’t easily add to the first list shown, because those are stored inside a system DLL file. But there is a Browse button on the icon selector (when you do right-click/Properties/Customize/Change_Icon), which will let you navigate to wherever you have other icon files on your computer.
(As an aside, many programs have icons embedded in their EXE files, so if you’d like to use an icon that some program uses, you can select the EXE to use its icon for other files.)
I did not think there was a feature for having a folder/icon appear in another color in Windows. And there isn’t . . . officially (apart from using new colored folder icons, which can be pretty easily found on web sites or created).
But there actually are some (third party – not made by Microsoft) programs that can do that. Here is an article about several of them. (NOTE that that article also has some ads on it that may also say DOWNLOAD, but are to download something else.)