The coloured clips that come with the NTH-100s are for colour-coding the cable for easy identification (or adding some personal flair to your pair). These clip into the grooves found on the two cable plugs.
The cable is supplied with black clips already in place. Simply remove these black clips and replace them with your preferred colour. Note that the colours are the same as the channel colours used on the RØDECaster Pro and RØDE Connect.