Depending on who you ask, they mean different things. My understanding is that the candles symbolized light and hope, and thus were in color.
The little girl's coat serves a different purpose . .you see her twice: once running through the ghetto, and the other time among the bodies they are disinterring . . . the coat is colored so you can realize the same thing that Schindler does . . .that the mangled corpse is the same child that he saw in the ghetto.