How can I change the selected colour?

Ambient

I have tried this is the datatablesmin.css but it doesn't seem to be working.

tr.selected{background-color:#d4d1f0}

silkspin

I wouldn't edit core CSS files. It would be better to create an override.css and load it last. If you put this code in your new css file it should work.

tbody>tr.selected {background-color:#d4d1f0;}

Try with !important appended if you can't get the correct specificity.