Fill in in Power Query

The "clickable blocks" you refer to are a Slicer. You can change the formatting of the slicer, but you can't colour slicer items separately. Here's a good tutorial on formatting slicers: https://www.myexcelonline.com/blog/c...-excel-slicer/

Power Query can do three things to output data:
1. Connection Only. The data is not materialised (physically stored or displayed) anywhere, but the query may be used as a data source for another query.
2. Load To Table. The data is displayed in a table on a worksheet. This is the method used by the VK Data query we recently worked through.
3. Load to Data Model. The data is not materialised, but is stored in memory, and is available to the (PowerPivot) data model for additional analysis / visualisation.

Power Query and Power Pivot are a slightly different way of thinking about data - move away from materialising everything on a worksheet then manipulating it, and move towards applying functional transformations, blending and analysis on source data.