How to Set the color Shape layer bellow the player

You'll first need a way to extract the players - either with rotoscoping, or you might be able to get away with using a color keying effect. You'll then place your colored shapes between two copies of your layer - one with the extracted players, and the original clip. 

Your layer stack will look like this: 
Clip: Extracted Players
Colored Shapes
Clip: Original

EDITING TO ADD: It's unlikely you'll get all the players easily extracted with a single instance of an effect or single setting, so you may end up having a separate layer for each extracted player. The idea remains the same, though - they need to be extracted and sit above the colored shapes.

What layer? Without a screenshot of the actual timeline we can't realyl tell you much. If you want to just color the lawn but not the players you have to put in extra work, anyway, and rotoscope them out with Rotobrus, masks or perhaps a simple greenscreen key based on the grass. It's realyl not clear what you are asking.

Mylenium