In the case of the Brabus headlights, they are painted in an anthricite colour (dark speckled grey) however
you can easily remove and paint these inserts whatever colour you like.
Most people choose to do theirs in black as is shown here:
But you can colour match them with your car or create a colour accent.
All you need is a heat gun or an oven and a flat blade screwdriver. Obviously you will also need paint.