In the Scripting Guide, the function names that are case sensitive are capitalized as you must use them. Arguments that are placeholders for actual choices are in lowercase. For example, Connect Color is a function that you need to type as is, and color stands for some color choice that you make yourself.
Connect Color(color);
In this case, the argument in parentheses must be some color value (for example, a JMP color number, or a supported color name like "red", "blue", and so on, or an RGB value given as a list, such as {.75, .50, .50}). Sometimes alternatives like these are shown with the vertical bar (|) character for “or,” like this:
Connect Color( number | "color name" | {r,g,b} );
Syntax coloring is applied to scripts that you can paste into a script editor and then run.