It is apparently not possible from the 3D part to intervene on the color of the entities generated in the DXF or DWG.
So you must first, from your sheet metal part, register your unfolded in DXF or DWG and then modify the color of the entities you want via DraftSight (or other).
once the unfolded is made in the SolidWorks drawing, there may be the possibility to put the different types of lines in layers. Of course, these layers have colors that match your machine.