The name of this puzzle is
I solved the Sudoku, then learned from the other answers here, that the next step is to solve a Yajilin, a puzzle type I haven't heard of before. As these both steps are already covered in the other answers, I only give the combined solution here:
Now the last step is
This is just a work in progress.
The Sudoku looks like this:
That means the colored numbers are:
The surrounding colors looks
I have yet to figure out the significance of those numbers, but I'm working on it.
The colored numbers could be placed like this (according to their relative positions):
The positions of the red and yellow numbers are the only ...