When you say "highlight it" do you mean the change of color when you hover?
If you open up the .css file in Dreamweaver (SpryMenuBarHorizontal.css for instance) you will see that the code is well commented.
have a scan through the file and you should see the code explained. Look for the rules that relate to hover. Then you just find a HEX value for the color you want and add it. If you want to keep track of the changes you make, try commenting out the code that is there already and retyping it with your own rule.
If that's not much help try David Powers' tutorial: http://foundationphp.com/tutorials/sprymenu/customize2.php
I solved it myself. I went to the ul.menubarvertical a:hover, ul. Menubarvertical a:focus and in the submenu I changed the color from blue to red. I had an idea on how to do it, but didn't know "where" to find it.