Hi,
If you use the Inspect Element tool in Google Chrome, or Firebug in Firefox, you can find which file has the CSS.
See this screenshot which points to the CSS file: https://d.pr/i/W110/cgQ6QQjr
I would highly recommend copying the CSS into the Custom CSS module in the JetPack plugin instead of modifying your theme’s CSS files. Here is the CSS to change the color:
.nav ul li.current-menu-item {
background: #ff00ff;
}
Regards
Magnus