set color in event

If you mean the event category color, you set that in the Event Categories section.

each categories in set different color.
then assigned event in each different categories

If you mean the event category color, you set that in the Event Categories section.

–>yes

then assign event in this categories

at the moment you can use Events Categories to set colors which then you can set the default color under events > settings > formatting > event categories > default category color then use placeholder #_CATEGORYCOLOR in the formatting settings

Do the parent category colors always take priority over the child category colors?

Hello,

The sub-category would be prioritized. However there are instances that your theme might make the parent cat color to be prioritized.

Thank ou for that prompt explanation timrv.