To create a colored background in a document you must add a frame (and don't forget to bleed the edges) at the bottom of the stack and fill it with your color. I recommend using a layer just for the background, and locking it after the background is in place, to avoid problems with selections later.
The Paper swatch is only to simulate what the paper colour will be.
That is the colour of the paper that will be inserted to the printer side of things, like yellow or pink or orange paper.
This Paper swatch never outputs.
You can go ahead and leave the Paper Swatch to be "White".
All you need to do is select a Frame from the toolbar and Drag it to the full size of the page.
You cannot have this automated at the start of every document though - it doesnt' work like that. Every new document is essentially a blank page. You need to add elements to it.
If you need to have this as a default.
Once you have a frame drawn out and positioned and coloured the way you want you can go to
You can then open that Template to start any new project.
I recommend this book for you http://www.amazon.com/InDesign-CS6-Visual-QuickStart-Guide/dp/0321822536
There are various versions of this book for different Indesign versions - I think CS6 version is the latest - but I could be wrong?
I recommend using a layer just for the background, and locking it after the background is in place, to avoid problems with selections later.
Or put it on the Master page