CONTROL PANEL
Typically you should visit the official support page to download the latest drivers/software.
Through this control panel (layout has been used in the past) you have access to the programming of the buttons, battle mode which changes the illumination effects according to the frequency of your clicks, color illumination of the available LEDs, DPI, polling/double click/scroll speeds, lift-off distance and of course you can add/edit/remove Macro commands.
You can pick a different color for each of the available LEDs as seen above except for the DPI selection LEDs.