Should category colors be appearing in widget?

Hi

I am using the latest version of WordPress and all plugins are up to date.

I have set the category colors, you can see them here in the calender:
https://www.westportcc.ie/events/

I selected ‘Add Category Colors to widgets’.

Should the colours be appearing in widget?

If so, are there any common errors that happen with themes?

Thanks

J

https://www.ads-software.com/plugins/the-events-calendar-category-colors/