In case anyone is wondering.
Chinese here, and we have a similar system that associates color with directions.I'm not sure if the "is yellow" has similar meaning for native Americans and I'm also curious to learn about that, I hope this helps for people whose culture doesn't have similar systems. :)
We have a traditional theory/view of the world that is called Wu Xing (Five Element Theory) that the world is made up of 5 basic elements:Metal, Wood, Water, Fire and Earth(soil), and theses five elements are linked and represent everything like seasons, climate,colors,directions, human body organs, etc.
The association is like this when it comes to directions: East is of the attribute Wood, and colors like azure/green/cyan/aqua represents Wood, so azuregreen/cyan/aqua is used to represent the East. Similar thing works for other directions. Fire-South-Red/Purple(and this sort of colors);Metal-West-White/Silver;Water-North-Blue/Black;Earth-Middle/Center/Zenith-Yellow/Brown.
If there's imbalance in the proprtions of the basic elements, people can get sick or unlucky, things like that, and one way of help restoring the balance is to place things of corresponding color or texture/material in proper directions in your home or take theses things with you when you're travelling to somewhere not balanced, as there's a creation and overcoming circle like Water overcomes/destructs Fire. The relationship can be also used in art and literature. And this is how you link colors and directions together (with everything else in the world actually XD)
I suppose that when Westerners link chasity with white so brides wear white, there's a similar relationship: you consider white is/represents chasity.
Of course there's chance that this sentence in the course may just mean that oh the sun is rising in the East and the sky and the ground and everything are just orange XD