The menu color on your site - and the way you change it - is going to be highly dependent on the theme you use, and in some cases, the plugins you use. So it's not possible to provide a single set of instructions that will work for every website.

However, by providing some instructions and examples, you should either have the direct instructions, or you can get hints of how to figure it out for yourself.

Many themes are now setting the menu colors via the WordPress customizer, so that would be the first place I would look. If there are no color settings there, then look under the Appearance admin menu for separate settings specific to your theme.