I understand that you are looking to change the color of the keyboard backlight.
Not to worry, I will be glad to help.
Are you referring to the keyboard on your notebook or are you using an external full-size Omen keyboard?
Not all Omen computer have the ability to change the keyboard backlight color.
Request you provide the exact product number of the notebook, so that I can check and let you know if the backlight color can be changed or not. Click here. Do not share the serial number of your computer.
Please find the procedure to change the backlight color of your keyboard in this HP Article.
Note: Backlight color cannot be changed on all Omen computers.