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How create colored bars in text like you see here?
Check Paragraph settings for Paragraph Rules (or, if the headers sometimes run more than one line, Paragraph Shading)
If you are using a version of InDesign since CC 2015 then Paragraph Shading is probably the best way to go. I would suggest watching Jeff Witchel's video, on the subject at https://vimeo.com/135024579. As Jeff points out the older way of using paragraph rules to do this was basically a workaround and could be quite tricky for newer users.
This is scarily similar to a design I did for a directory I do regularly!
And, yes, to agree with the others, Paragraph Shading is your answer here:
(ignore the formatting at left... that was for my InData plug-in)
Paragraph Rules or Paragraph Shading. Paragraph Shading is a relatively new feature. In the past I would have used Paragraph Rules, but now Paragraph Shading is what I recommend.