For setting a background color to the page you should draw a rectangle and fill it with the color you wish. For making it easier for you to work further, it's recommended creating it on a separate layer.
Note: It is assumed that you’re currently in the Editor workspace. For more info how to get there, click here.
Note: If you wish to learn more about working with layers, click here.
Step1. Add a new layer and move it to the bottom of your layers list.
Step2. Draw a rectangle all over your page by clicking the Shape Tools of the left toolbar and then selecting the Rectangle Tool.
Step3. For picking a color for your rectangle activate the Fill color box and then pick a fill color for it.
Step4. After picking a color, lock your layer.
Step5. Save your page when you’re done!