We could also say "we have pink powder" in english, without the article. I'd assume that if you left out the article in english, you would be talking about how you have pink powder in general, while if used the article, it would mean that you have a set quanity of certain type or amount of pink powder. Based on Lundgren's comment bellow, it looks like it's the same in Swedish.
There are various online dictionaries you can use to answer such questions for yourself more efficiently though. e.g. Wiktionary (look at the table headed Böjningar av rosa here: https://sv.wiktionary.org/wiki/rosa#Svenska - and there is a search (Sök) box at the top; just be aware of their weird UI that actually includes the same word in many languages on the one page).
There are several adjectives I have come across thus far that do not change between en (singular), ett (singular), plural, and definite/possessive. As rwhodges notes, wiktionary is a good resource. When you learn a new adjective you can check it for a table showing the different forms (under Declension / Inflection heads). If there is no table, you can typically assume it doesn't change form. Just don't mix up the adjective & noun declension tables if it's a word that is both parts of speech. Examples: https://en.wiktionary.org/wiki/rosa#Adjective_9 https://en.wiktionary.org/wiki/fattig#Declension So far, the ones I've come across (Colors & Adjectives 1) that do not change are: rosa, orange, lila, gyllene, bra (+ jättebra), samma, fel