You’re not the only one who has wondered that, unfortunately this question has not been given an answer.
I just Googled for
utorrent color bar and lo and behold, the very first search result was a thread I started several years ago asking for a key/legend for the colors.
At the time, they responded with a link to a section of the FAQ which explained what each color means in each of the UI elements, but unfortunately that is no longer present.
Instead, today the answer can be found in a forum post (figure 1).
Note however that as of version 2.2, they finally decided to add the ability to customize colors when creating a skin (figure 2).
I can’t seem to find the specific colors from your screenshot in the list, so either you are using a skin or they have changed the defaults.
Figure 1: µTorrent color key/legend
Figure 2: Customized µTorrent colors scheme