The Japanese words are in romaji (romanized japanese). These are in blue to distinguish them from English words (which are in black), so you can easily tell the difference between "no" (romaji - posessive particle) and "no" (english negative).
I will add a small excerpt on the specifics of romaji pronunciation later. There are slightly differing ways of using romaji. I use the style found in the textbook "Japanese for Busy People" (the modified Hepburn system).