Really short answer:
For the most part almost everything you see with any shape - window borders, buttons, taskbar, pretty much everything - are specified images.
If you want to change the colors, the easiest way is within the "colors" option of WBConfig (where you apply a different skin). That does not actually edit the skin, it is a temporary change. It only works if the skin has some color in it so the hue can be shifted, it doesn't work on pure grey/black/white skins.
You can also change the colors somewhat by applying "textures". The texture color needs a little grey to latch on to, doesn't work for deep black or bright white. DPCloud has done some basic color textures, (there are probably more than what shows on this page):
https://www.wincustomize.com/explore/windowblinds_textures#/page/6
Otherwise, to change the colors of the pieces you're talking about, you need to edit the images in an image editor, in other words pretty much re-build the skin.