By default it is not saving the color of the color wheel or the value of the value slider.
If you select the color wheel or slider in a widget (Design tab), you can see in the detail window
Enable Save and Load Game
Save Game ID
The condition that it actually saves the value is that Enable Save and Load Game is set to true and that you entered a Save Game ID. In this example the Save Game ID is set to ‘sge2’. You can choose whatever you want here. And also the corresponding slider next to it can have the same Save Game ID.
For other color wheels and their sliders, you should also use other unique Save Game ID’s to load and store their color/value individually. However, you can also use the same Save Game ID for several color wheels (or sliders). This can be useful if you have for example in one map the possibility to adjust a color then opening another map where you have a different color wheel but it is used to color the same thing - so you can keep several color wheels synchronous this way.
Load Game:
If you start the game and it loads up a color wheel or value slider it automatically checks for an existing save game entry for this Save Game ID and it moves the handles automatically to their correct position - this also triggers the OnColorChanged / OnValueChanged events that are explained in the Use color wheel and slider section above in this documentation.