How do you add color to a whole page?
What exactly are you trying to accomplish? You can draw a frame that covers the entire page and fill it with the desired color. Or do same on Master Page and the color will be on the background of every page.
If, instead, you are trying to mimic something printed on color paper, you can change the definition of the color swatch called "Paper."
View menu > Grids & Guides > Show/Hide Guides (or see other options under that submenu).