You should be able to go to
Edit=>Properties
and then click on the area of interest and change the background color

But for JMP 15, changing the background color of the Frame Box() using this method, does not work. It appears to have been fixed in JMP 16.
However, through scripting, you can use the
<< background color( ??? )
to get the results you want

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/big class.jmp" );
gb = Graph Builder(
Size( 528, 456 ),
Show Control Panel( 0 ),
Variables( X( :weight ), Y( :height ) ),
Elements(
Points( X, Y, Legend( 3 ) ),
Smoother( X, Y, Legend( 4 ) )
)
);
Report( gb )[FrameBox( 1 )] << background color( red );
and change the color
Jim