When shipping to Lightroom the color labels will be transferred automatically and be reflected in your catalog.
If the colour labels added in Select aren't transferring to Lightroom, or are showing white, it's highly likely that you have your Lightroom set up in another language which will block Lightroom from reading the colors.
You can get this sorted by changing the setting to see the color tags reflected by changing your Lightroom language settings to English or continue with the current language and continue with the steps below:
1. Click on Metadata > Click in Color Label Set > Click click on Edit
2. Type in the numbers of the colors in English
3. Click on Save Current Settings as a New Preset
4. Type in Select and then click on Change
5. Then press ⌘ command + j and to open the view settings. Check that you have the following options marked
After doing this, you should see your color labels as shown below:
Once having done this, the next time you import your images into Lightroom, go to Metadata > Select and you'll have your reading settings applied