SolidWorks allows you to make your sketches appear in different colors so that you can make a visual difference between your sketches even when the sketch is inactive
To do so, you need to select the sketch from the design tree > Right Mouse click on the sketch > Click Sketch color > select the color as intended.
Please see the attached video for the demonstration.
Kindly note, If you want to assign different colours to different entities (like different lines) of the same sketch geometry, this is a current limitation.
Right now changes in color apply to the whole sketch. There is an enhancement SPR 550094 - (Add capability to color individual entities in the sketch)