You are using outdated information. Your screenshot is from Jupyter Notebook 7+ and the colors don’t change in that way between Edit Mode and Command mode now.
Sadly, I cannot point to good current documentation at this time.
I wrote about this back in June that the Jupyter Notebook documentation here still references images taken from the older version of Jupyter Notebook, now referenced as NbClassic.
You can see for example in the screenshot you include there is no In to the left of the brackets where the number will appear after you actually execute the code in the cell. (The number in the brackets will be 1 is this is the first cell you have executed and increase from there.) Here in the image of the documentation I clipped in June, which remains the current version I am still seeing today in December, there is the In seen to the left of the brackets, indicating the image is from the older 6.4/NbClassic version of Jupyter Notebook.
Since you are new, I’ll quote here this advice I put in that longer post: