how to change the link texts to blue #007FCC colour?

Open style.css file – find line /* Start Content link style */ – change first color after this line (now color: #6C6F44; ).
I not see such links in this theme.

Should be in the .css file. Another way to debug is to load the page in a browser and view the source. Find the element your interested in, find the class or id name then do a search in your sites files withing say dreamweaver.