In there, is there a setting that will allow me to change the appearance of the background of the menu.
Yes, but only if you build custom header, for premade - custom CSS. For example (copied from Helix documenation)
#sp-header {background: rgba(0,0,0,0.5);}
/* Menu items color */
.sp-megamenu-parent > li > a {color: blue;}
/* Active color of menu item */
.sp-megamenu-parent > li.active > a, .sp-megamenu-parent > li.active:hover > a { color: green; }
/* Color of hover menu item */
.sp-megamenu-parent > li > a:hover, .sp-megamenu-parent > li:hover > a { color: red; }