How to Enable Swatch Filters in Shopify Horizon Theme

Horizon can render a color filter as clickable swatches on the collection sidebar, matching the swatch style used on product pages — this is a step up from the plain checkbox list older themes use.

Steps

In your Shopify admin, go to Apps > Search & Discovery > Filters and confirm your color option is set up as a filter.
In your Shopify admin, go to Online Store > Themes and click Customize on Horizon.
Open a collection page and select the Product grid section.
Find the filter display setting and set the color filter to render as Swatches.
Click Save.

This depends on the same per-variant color assignment used for product-page swatches — if those aren't set, the filter falls back to plain text options.