Since this info isn’t included in the manual, I thought I’d document it here for folks.
In the Key editor you can set the Event Colors drop-down menu to color the notes based on the Chord Track. Here is what the different colors mean regarding the note and current scale.
Green - In the chord and in the scale
Light Blue - Not in the chord, but in the scale
Red - Not in the chord, not in the scale
Dark Blue - In the chord, but not in the scale