Welcome Spectral!
The error says there's no object called Data in the R environment.
Assuming you've loaded your data into R and the data frame is called Data, then the code for the loop would be for (i in 1:nrow(Data)) {. The loop is supposed to go through each row of the data, so the loop variable i should go from 1 to the number of rows in the data.
You would also need to provide the data frame name for the plot command (e.g., plot(Data$coorx[i], Data$coory[i], col="yellow")), but (as raytong shows below) you should run plot only once and use points to add the points. In any case, a more efficient approach would be something like this (using the built-in mtcars data frame for the example):
# Set the color palette
palette(c("yellow", "red", "green"))
d = mtcars
plot(d$mpg, d$hp, col=d$cyl)
You might also find ggplot2 package useful:
library(ggplot2)
ggplot(mtcars, aes(hp, mpg, colour=cyl)) +
geom_point() +
scale_colour_manual(values=c("red", "purple", "orange"))