I created a category and assigned a color for it. I then went to Events -> Calendar View in the admin area. Above the calendar is a drop-down menu titled "View All Categories". When I click on it, I see my category, but the square in front of the name in the drop-down doesn't display the category's color.
It looks like event-organiser-calendar.php should output the CSS for the colors in the page_styles() function, but the styles weren't found when I inspected the output in Firebug.
I'm using WordPress 3.5.2 with Event Organiser 2.1.7. EO is the only active plugin.