I'm not sure I understand what item you are trying to change the color of, but try this:
Right-click your Desktop to open Personalize.
Select: Window Color and Appearance, and click on the Advanced button. In the Item drop-down menu, select: "Selected Items." You can change the color to anything you wish.
If "Selected Items" was not the correct item to change the Progress Bar, you can experiment with each of the items in the Advanced - Items drop-down list and change the color, size style of many items in Windows.