In layout mode, you'll see a tag that says "Header". It may be vertical along the left hand edge of the header or horizontal along the boundary line between the header and the next part of your report.
Click it to select the header.
Use the color fill palette to select a color (The location of which depends on your version of filemaker).
You should see the background color of your header instantly change color.
The color fill palette is the same tool you use to select the fill color for fields, buttons, portals and all other layout options. If you know how to change their fill color, you know how to select a a color for your header or any other layout part.