Check out the rect glyph. You can use a color-mapper, e.g. LinearColorMapper, to equate a variable in your data at each (x,y) coordinate to some color-coded measure like performance, temperature, or whatever.
You can look through the bokeh documentation and examples online. Or, see this discourse topic – or perhaps others – that have some of the relevant syntax (ignoring of course the posters issues with how they formatted the data and focusing on the details of setting up the plot and color-mapper).