depends somewhat too on how you mean to 'flag' them....in this code i add a
new worksheet....
Option Explicit
Sub FlagColoredCells()
Dim ws As Worksheet 'for results
Dim cell As Range ' for find
Dim rowindex ' for results
For Each cell In ActiveSheet.UsedRange
If cell.Interior.ColorIndex <> xlNone Then
If ws Is Nothing Then
Set ws = Worksheets.Add
rowindex = 1
End If
ws.Cells(rowindex, 1) = cell.Address
ws.Cells(rowindex, 2) = cell.Interior.ColorIndex
rowindex = rowindex + 1
End If
Next
End Sub