There are various places where BattleMaps gives you the option to choose a colour. Be it for a map background or a unit colour, the process is the same.
A window such as that shown below will appear when the 'choose a colour' button is clicked.

If you click a coloured box, it changes the 'preview' examples, showing how the colour would look.
Clicking 'OK' will save that colour for the item on the previous window, clicking 'reset' returns the colour to the state it was in before opening this window, clicking 'cancel' closes the window without changing the colour.
Choosing the 'HSB' or 'RGB' tabs gives you a more advanced method of choosing colours by specifying either hue, saturation and brightness, or red, green and blue components respectively. Only choose these methods if you are familiar with these colour models.