Unlike the desktop version of Word, Word Online automatically prints the background color or background image when you print your document. Just click File > Print, select the printer settings you want, and then click Print.
For more about printing in Word Online, see Print a document in Word Online.
To add, edit, or remove the background color or image, open the document in the desktop version of Word and follow the instructions in Change the background or color of a document and Add a picture as a background watermark.
To print the background color or image in Word for the desktop, see Print background color or image.