Changing page background colour of a Pages document
Per that support document, you can only change the background colour of a Page Layout document, or one of its master pages. By default, Pages creates new documents as Word Processing documents (which don't have master pages), so you will need to select File > Convert to Page Layout before the background fill option appears.

Note that this will remove any body text that you'd previously entered, so you might need to start with a new document, convert that to Page Layout, and copy your content over.