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To make a finite universe, one begins with a polyhedron and glues pairs of faces so that the space in effect “wraps around” and connects up with itself. The color coding option colors the two faces of each pair with the same color, so you can see what’s paired with what.
In the less common case of a polyhedron with mirrored faces, each face is considered to be glued to itself, so each face gets its own color.