Draw a frame rectangle and fill with a color, then send to back.
You use the rectangle tool, and fill that with the color of your choice. InDesign, being a layout program, doesn't use "backgrounds" per se, so you simply create shapes and fill those. If you want the color to be on all pages, put the color on the Master Page, and it will appear on any page which uses that Master. Hope this helps!
Just create a frame and fill it with whatever color you want. Send it to the back and lock it or put it on the master page.
As the others mentioned, create a rectangle and fill it with the color you desire. After you create the shape, lock it so that you don't inadvertently select it when adding your text frames.If you are getting a shape with an X through it, then you are using the frame tool. Select the tool just under that one to create a new shape.