When Liesel always read to Max every day, Max would ask Liesel what the sky looked like in her mind through her eyes. This quote to me means that when the Jews were in trouble in the 1930's and 40's, they were sent to camps. Max was a Jew and Liesel asked him one day, what would be happening and what would the day look like when she finds him.
This quote focuses on the relationship between Max and Liesel. Liesel stole books to ease the discomfort of her new world and to learn. Similarly, Max painted what he saw in order to see past the horror of the world in favor of its beauty.