The colours of the rainbow are Red, Orange, Yellow, Green, Blue, Indigo (a sort of dark purple) and Violet. All rainbows have the same colours and in the same order. If you need help trying to remember the order of the colours, just remember this phrase instead: Richard Of York Gave Battle In Vain, and each of the initial letters of the words match the initial letters of the colours! Simple!
(You can read more about rainbows in one of the bears' previous stories here).
The idea of the game is to find things in their garden (or wherever the bears are) which will fit into their matchboxes and which match the colours of the rainbow. So they need to find 7 items, one in each of the colours of the rainbow.