if you mean that you want to create a 'colored' background for your pages--creating a rectangle would be the way to go-probably as a master page and on it's own layer (bottom most layer, so it won't cover any page elements).
note: most users of Indesign create books to be printed on a specific paper stock, so changing background color is not a requirement and there is no 'proper method' per se.
there is no direct way, that I know of, to convert Pub files to Indesign---that said, it would be a somewhat daunting task as it would require recreating the entire project--there are some interim steps that could save you some work, but odds are you could lose some quality in any placed images or graphics--but here is 'one' method--open Publisher file in Publisher--save as PDF--then open each PDF page in illustrator (of course you'll need Adobe Illustrator) and copy/paste elements into an Indesign document (or you could 'save as [each page] either an .ai or .eps file)--most likely you will lose text formatting and any images/graphics will probably be low resolution screen captures (if you still have the original images/graphics they could be replaced in the Indesign file) it is possible that images may be OK, you'll need to experiment...like I said...a daunting task.
There is a commercial product from Markzware:
But he's asking someone here who has a copy to illegally convert a file for him without paying for the product.
There is one way to simulate paper color. You can redefine the Paper swatch. The advantage is that it only simulates it in InDesign but does not transfer to the output. If you need more details, I had cobbled together a blog post about this: http://blogs.adobe.com/vikrant/2011/04/how-to-simulate-paper-color-in-indesign/
Thank you for your suggestion - exactly what I was looking for ...