If I understand what you'd like to do — put a color on the right side of the page — I'd do this:
Get your Rectangle tool.
Click-drag to draw a rectangle that covers the area you want to color along the right margin.
Go to your Color panel and pick the color you want to fill the rectangle with.
Apply it to fill your selected rectangle.
Get your black Arrow/Selection tool. Click the colored rectangle and adjust edges to fit precisely.
If you're creating a document with multiple pages, doing it once on your Parent page will apply it to every child page in your document based on that Parent page. If you're doing it for just one page, applying it to the document page would be fine.