When I click them from the default red I cannot click it back to make it red again.. what happened?
They are all red by default (no idea what they do).
They flip the sends so that they are either taken from before or after the main channel fader. You need to look carefully, and you'll see that the arrow and fader swap positions when you click on it. Arrow on the left, pre-fader. Arrow on the right, and it's turned red, post fader. You will only get them to toggle and change colour if you actually have a send of some sort set up. By default they are set post fader, so red.
so because there is nothing that it's sent to, means it doesn't work?
How do you configure what it's being sent to?
Correct. If you aren't sending a signal somewhere, then the send isn't working. Stands to reason, really.
Here I've sent S1 to Bus B, post-fader. There are 16 send routes available - that little grey bar immediately to the right of the red send indicator lets you scroll though all of them.
how do you create a bus?
where do you connect bus to
Either another bus, or the Master output. If a bus doesn't make it ultimately to the Master channel, you won't ever hear it.