So I am setting up my own kingdom..

  The game gave me a default color of red, which looks exactly like Tolranian red.  I'm pretty sure I read we can change the color, but I can't find what menu has the option.  Is it not implemented in the game yet, or am I missing it somewhere?  If it is in the game, what menu do I look under?  Thanks.

  Apologies if this has been asked before.  I did try the search function.

When you enter into your city, there should be an option "Manage Your Kingdom", the change color option should be in there.

Camp menu > game settings > more settings(?) and there should be an option to change every kingdom's colour there.
Can't remember the exact names of the buttons. Has more options than changing colour from your town.

Check out this video>