I would like to create a SOP that filters points by their color. Can anyone give me a hint as to how I can achieve this with VEX?

You could use VEX to place certain points within a color range into their own group. Making groups in VEX is easy, you just prefix a name with the string constant ‘group_’.

Here is how you can place all points with with a dark red component into a dark_red group.
Follow up the point wrangle with another node that operates on the newly created group. For instance, Delete with the non-selected option enabled.

If I do this Houdini complains that it sees the group as an undefined variable. Any suggestions?

Oops, sorry about that. You do need the @ symbol in front of the group assignment.