RadSlider doesn't support the desired visualization out of the box. However, you can customize it to achieve similar effect. Basically, you can position labels as the one demonstrated in your attached image using the Ticks collection and the TickTemplate properties of the slider. You can place the above the slider.
About the color areas of the slider's border, this won't be very straightforward task. To achieve this you can create a custom control that has custom colors behavior and place it in the template of the track element. You can do that through the TrackStyle property of the slider. Another approach could be to place few elements that will represent the border over the slider control and display only their border. You will need to calculate their size based on the ranges between they should be positioned. Also, instead of showing different colored borders you can use the background of the slider's track to annotate the current value.
You can find a sample project attached in my reply which demonstrates a possible approach which you can try. I hope this is a good starting point for achieving your goal.
You can also take a look at the RadProgressBar
control and see if it will be suitable for your case.
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