What you have to do is actually click on one of the markers first. Look at the picture I attached. You can see that I have the value 39.4161 highlighted. Once you do that, right-click on the marker and you should be good to go.
If you want more colors, you have to add more markers. This can be done simply by right-clicking on the z-scale wherever you want to add the marker, and then selecting "Add Marker."
I hope this helps!