You will need to do this with a custom css style in your template stylesheet, which can then be applied to the column using the Styles list.
For example, add the following to your template stylesheet:
then in the editor, click in one of the columns, and in the Path at the bottom of the editor, click on column to select that column. Select the column_bg style from the Styles list to apply it to the column.
If you want to apply the background to the whole Columns layout, select columns in the Path and apply the Style as before.
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