Select a "cell" (I assume you are using a table).
Look at the properties palette on the bottom.
In the "Cell" line, look for "Bg," followed by a box.
Click the box.
2) Advanced (and the right way to do it):
Select the cell.
In the "Text" menu, select "CSS Styles," and go all the way to the bottom.
In the resulting dialog, create a new style.
Select that style in the properties palette when you are done.
This is a HUGE topic, and one you won't learn overnight. You shelled out serious bucks for DW, so I'd recommend doing some learning up on it.