How to set up numbering, in general, is shown in How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly.
However, I do not know that there is a way to get the effect you want with automatic numbering.

The background color could be done with font shading or a frame but cannot figure out how to access either of these features when setting up the numbering.

If you wanted to do your numbering using SEQ fields, it could be done.