I'm running Win 10 Pro v1511 build 10586.318
I've seen variations of this questions asked many times, and the solution of running the Win 10 Fall Build to have colored title bars included when turning on "Show color on Start, taskbar, action center, and title bar". As you can see above I have the correct version.
However I'm not sure if this is working correctly with my system or if it's a bug.
What happens is that when I enable the feature, all the applied items do indeed change color, including Explorer windows, but only when in the taskbar. If I hover over Explorer windows in the taskbar, they all show with the enabled color. But as soon as I bring multiple Explorer Windows to the desktop, only the active Window is colored. I'm hoping this isn't how they implemented it, because if so it's a major oversight. The ability to have all title bars colored is not just an esthetic thing - it's a functional feature for productivity. I'm using multiple monitors for my workstation. I'll have many Explorer windows open and showing on the desktop - sometimes four spread across the two screens. I'll be re-arranging them frequently. If I'm going to grab an Explorer window and the title bar is clear on the inactive one, then many times I just miss the title bar and it swipes without grabbing it. Maybe this seems like a small issue, but if it's your workstation and you're doing this frequently it's a real pain. The only colored bar is the active one. If anything it should be the other way around - clear on active and colored on inactive.
When I say it's not just an esthetic thing, I should actually say it isn't an esthetic thing at all. The stock solid colors they give you are abysmal. I went through the rather convoluted method of modifying Theme Files to create an additional aero color theme that enables the color mixer. However that doesn't work. If I use the Intensity or Hue sliders it does nothing. The one single Explorer window with a colored border sits like a taunting insult, while the others remain white.