I assume you are using the Site Template as you posted in this section. You don't have to activate anything.

Please see the help files under:
B. CSS Files and Structure (Color Scheme Instructions)

We also have examples of color schemes in the Help Section doc "Sample-colors.html".

hmm i was searching for the "color wheel" wich shows the Unlimited Colors "menu as shown on the left here http://progressionstudios.com/themes/?theme=Adora-WordPress

Please read the documentation as it explains how to adjust the colors and use the Live Preview color picker. You must write code if you are purchasing Site Templates as there is no content management system. If you are interested in an easier way to adjust colors, purchase the WordPress version as it has this featured built-in to an options panel:
http://themeforest.net/item/adora-premium-business-portfolio-theme/533384?ref=ProgressionStudios

forgot to mention I did purchase the Wordpress version (paypall 8 Dec 2011 00:10:22 GMT+01:00
Transaction ID: 5YB4939448070840J)

If you are then you will see the Color Picker in the Options Panel under Theme Options > Appearance.

Please read the documentation as this is explained thoroughly in it along with videos.
Video going over this: http://www.screenr.com/UbCs

Also see attached screen-shot.