Yes, so simple no one needs to ask — well, not entirely .
The simpler one to answer is the long slash dividing the color well into black and white triangles. This means that the color is set to be partially or wholly transparent. If you open up the Color Picker, you'll see an "opacity" slider at the bottom (except when adjusting text color, which can't take on transparency yet in FileMaker).
Try it: Set it to 100% opaque and the well will be filled with a solid color of your chosen hue. As you slide it to the left, the color takes on increasing transparency. The upper section of the color well shows the selected (and now partially transparent) hue against a black background, while the lower section shows the same against a white background. When you reach an opacity level of 0%, the two triangles appear solid black and white respectively, meaning the object has an essentially invisible fill or stroke.
The gray traingle in the upper right corner is a bit lot trickier. I know what it means generically, but how color management is implemented in FileMaker is neither documented (that I know of) nor easy to figure out empirically. Nominally, the triangle means that you've chosen a color that is in "Device" color space and probably won't match colors in your "color-managed" document. In, say, Adobe Illustrator, you assign your document a color profile, and colors are then (hopefully) translated correctly to other devices (e.g., another monitor with different color properties, a print-out from you printer, etc.). If, while working in your color-manage Illustrator document, you pick a color using that little magnifying glass in the Color Picker to pick up from somewhere on your screen, it'll lack the profile of your document, and be in "device rgb." That's what the gray triangle usually means: a warning about an object whose color might be out of sync with your document.
If all of that sounds wonderfully (or annoyingly) erudite, my big confession is that I have no idea what any of it means in the context of FileMaker. In FileMaker, it seems that every color you assign, whether by picking it up from your screen or simply fiddling with the sliders in the color picker, ends up with the "device rgb" warning indicator. No escaping it! You may set the Color Picker to a certain profile (via that small, sqaure, rainbow-colored drop-down menu next to the popup menu that lets you pick between "RGB Sliders," "HSB Sliders," etc.), but next time you click on the object on your layout, it will have defaulted to device rgb space. As best I can tell, FileMaker doesn't color-manage its layouts at all. But, oddly, you can adjust a color, then change the profile in the Color Picker to sRGB, and neither the sliders nor the color itself budge, seemingly suggesting that FileMaker is using that color space. But I've concluded (based on other observations that I can't presently recall) that FM is actually not using sRGB space, and, anyway, the next time you select the object, the gray warning triangle is baaaack, and the drop-down menu defaults back to "device rgb."
Since it's important to be able to create graphics in outside apps (that do manage color and, depending on settings, may assign your graphics a color-management profile) and paste them back onto FileMaker layouts side-by-side with natively colored FM layout objects, I wish someone from FMI would clarify how FM manages color. It's a complex topic that I'm far from really grasping myself—maybe that's why they're mum about it—but some guidance would sure be nice.
P.S. I just remember this page, which is a nice introduction to the Mac Color Picker.