For setting a background color to the page you should draw a rectangle and fill it with the color you wish. For making it easier for you to work further. We recommended creating it on a separate layer.

Note: Learn more about working with layers.

1. Add a new layer and move it to the bottom of your layers list.

2. Draw a rectangle all over your page by clicking the Shape tool of the left toolbar and then selecting the Rectangle tool.

3. For picking a color for your rectangle activate the Fill color box and then pick a fill color for it.

4. After picking a color, lock your layer.

5. Save your work and you're done.