How do I set the background color of Excel cells using VBA?

This is a perfect example of where you should use the macro recorder. Turn on the recorder and set the color of the cells through the UI. Stop the recorder and review the macro. It will generate a bunch of extraneous code, but it will also show you syntax that works for what you are trying to accomplish. Strip out what you don't need and modify (if you need to) what's left.

You can use either:

ActiveCell.Interior.ColorIndex = 28

or

ActiveCell.Interior.Color = RGB(255,0,0)

Do a quick 'record macro' to see the color number associated with the color you're looking for (yellow highlight is 65535). Then erase the code and put

Sub Name()
Selection.Interior.Color = 65535 '(your number may be different depending on the above)
End Sub