Yes, well depends on the exact part you want to know.
1) Drop a highlighter (e.g. TSynPasSyn for Pascal) onto the form and set the SynEdit to use it. Property SynEdit.Highlighter
2) Set each color in the Highlighter.
Ok, that is a bit to simplified.
1 => The colors are not all in the HL, but some are in various TSynMarkup components. (e.g. begin/end pairs). If that is your question => then please indicate.
2 => You can set the colors in the Highlighter via the Object inspector. That is you set them once, and you do it manual. Or maybe your question is, how can you set them up from a config file? And maybe also how to offer configuration to your users? (the latter means you need your own configuration tool)
But in short, you can iterate all attributes of a HL (AttribCount / Attribute[n]) and access names ("StorageName") and the colors of each.
The Lazarus themes are stored in xml (see folder ide), added to the application as resources (see RC file, and {$r ...} directive), and the parsed by an xml parser, and applied via the above Attribute[n].
Since I don't know exactly which part you are interested in, I'll wait for you to specify more exactly what you want to do.