When you add a prefix there are two boxes... Title (Plain Text) and Title (Rich Text).
The Rich Text one allows you to add HTML so you could put in an <img> tag for an image or any other custom HTML... my guess is they are using css for those custom prefixes...
An example in the rich text wold be:
<span class="blueboxclass">Question</span>
And then an entry in addtional.css template that defines blueboxclass with its blue background and rounded borders.