Category Colour on Calendar

I upgraded to v1.4.5 specifically for the new feature of being able to change the category colour on the calendar which is exactly what my client wants to be able to do.

Could someone explain how to use it? I can't find it anywhere.

I can see class="eb_calendar_category_1" in the calendar page source but this is not used anywhere and does not appear in any css.

Adding to assets\css\style.css:

.eb_calendar_category_1 {
background-color : #ff0000;
}

Has no effect.