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The only difference between a colored artifact and a colorless artifact is, obviously, its color. Unlike most artifacts, a colored artifact requires colored mana to cast. Also unlike most artifacts, a colored artifact has a color in all zones. It will interact with cards that care about color. Other than that, a colored artifact behaves just like any other artifact. It will interact as normal with any card that cares about artifacts, such as Shatter or Arcbound Ravager.
If combat damage is dealt to players by multiple artifact creatures you control (including, perhaps, Sharding Sphinx itself), Sharding Sphinx's ability will trigger that many times. You'll get that many Thopter tokens. You'll get just one token per creature, no matter how much combat damage that creature dealt.
