Set a color lines in ListBox

First of all, you should set Style method to lbOwnerDrawFixed. And then use OnDrawItem event with lines:

procedure TForm1.ListBox1DrawItem(Control: TWinControl; Index: Integer;
  Rect: TRect; State: TOwnerDrawState);
var
  Mas: array[1..5] of Integer;
begin
  Mas[1]:=clRed;
  Mas[2]:=clBlue;
  Mas[3]:=clYellow;
  Mas[4]:=clAqua;
  Mas[5]:=clGreen;
  with (Control as TListBox).Canvas do
  begin
    Brush.Color:=Mas[Index+1];
    FillRect(Rect);
    TextOut(Rect.Left,Rect.Top,IntToStr(Index+1));
  end;
end;