http://www.emeditor.org/en/faq_view_view_find_highlight.html
Tools → Properties for all Configurations → Display → scroll way down to “search string” → change search colours on the right from 0 to 1 to however many colours for previous search results you could possibly want.
+ To erase the highlight
Search → Erase Find Highlight (shortcut Alt-F3 in my configuration)