Just as in the QTTN puzzle, the goal is to fit the protein into the cloud. (Here "density" means the probability of an electron being present, which is all the x-rays can tell you. The denser the probability cloud, the higher the chances are that there's a big atom nearby.) On the Actions menu in the lower left, there's an Electron Density button, which opens the Electron Density control panel. (You can also use shift+E to toggle the panel.) The color sliders on the ED panel let you change the color of the cloud, and the Alpha slider changes the brightness of the cloud.