You would need to apply some custom CSS styling to the widget to get it to match your theme’s color. The base class selector for the widget is .eventsAdvancedListWidget – using that you can style whatever you want in the widget.
You would want to put the CSS in your theme’s style.css file. You could add something like this for example to affect the color of the links:
.eventsAdvancedListWidget .event a {
color: red;
}
The styling possibilities are limitless. If you’re not familiar with CSS, I suggest taking a look at some tutorials online to learn more. Good luck!