First, you have four values in a color set that you can combine.
Red,Green,Blue,Alpha(or transparent)
For short, the value type is named RGBA.
If you wanted to make a redscale using 5 reds then do this:
255 0 0 255
215 0 0 255
175 0 0 255
135 0 0 255
95 0 0 255
DIV:Reds
The DIV:Blue part is the category name. Without it, your column won't show up.
Also, try to mix around colors to make more advanced colors, rather than just basic and trans colors.
255 240 31 255
255 240 31 100
DIV:Yellow
This creates yellow I believe.
The first is a solid yellow, the other is transparent.
That's all the basics you need to know to make a colorset.