Colored rectangle means there is a file attached to this track, but it has not yet been saved. The color and fill height of the rectangle indicates how good the existing metadata matches. A green filled rectangle indicates a good match, a more empty red rectangle indicates a bad match. A bad match often is an indicator something is wrong, you should review it before saving.
If there is only a musical note there is no file attached to this track. This can mean:
a) You are tagging against the wrong version of a release. E.g. you only have the standard version without bonus tracks, but in Picard the version with bonus tracks is loaded. You can fix this by loading the correct version, e.g. by right clicking the release and choose “Other versions”. Or by manually loading the correct release.
b) You have all the files, but some have not been matched and are still in the left pane. In this case just drag and drop the files over to the release.
c) You have all the files, but some have been matched to the wrong release. E.g. Picard has loaded another version of the same album, or e.g. a compilation. In this case look at the releases loaded on the right and see if you can find the missing files. Then drag and drop them to the correct release.
d) You are just missing this file because you don’t have all files of a release.