I don't know if it's the case with your game shot, they might just be using tokens with colored borders, but if you have a circular token of uniform size, you can create an aura by editing the token settings. Just make it also a uniform size that winds up giving you a slight border. Auras always appear behind tokens, so it should be slightly larger. It might take some experimentation and I'm not in a place right now where I can log into a test game to try it out. That's actually a real clever idea, allowing you to quickly denote factions or troop types on the table. Once you have the particulars worked out, you could even make macros with token mod for the most often used colors.