What can we learn from this figure? Due to the limb darkening the transit shape is round for blue colors (shorter wavelengths) and gets more box-shaped for red colors (longer wavelengths). When going further into the infrared, the transit looses its round shape completely because there is (almost) no limb darkening of the stellar disk anymore. In real data this would be nice because dealing with limb darkening can be a nuisance; you just have to deal with a few parameters less you do not really know for sure. However, it is not that easy to obtain high-quality transit lightcurves in the infrared - even for the best instruments scientist have right now. This is what I will show you in the next post.
FIR is not a real filter; it stands for far-infrared. I just assumed at this long wavelength the limb darkening is zero. This way we have a comparison how the transit would look like if there is no limb darkening at all.