By default company-mode doesn't seems to have that feature, BUT there is a package called company-box that take care of the documentation among other things:
(To trigger the doc, you may have to wait like a second)
It's auto-complete package. Completion candidates colors can be changed by customizing ac-completion-face, ac-candidate-face, ac-candidate-mouse-face and ac-selection-face.
That window with additional candidate info can be changed by customizing popup-tip-face.