You would need some custom CSS like so:
.main-navigation .main-nav ul li:nth-child(1) a {
background-color: #ff0000;
}
.main-navigation .main-nav ul li:nth-child(2) a {
background-color: #00ff00;
}
.main-navigation .main-nav ul li:nth-child(3) a {
background-color: #0000ff;
}
Create a separate rule for each menu item and update the nth-child(#)
for each menu item.
To add a background image instead you would add this:
.main-navigation .main-nav ul li:nth-child(1) a {
background-image: url("full_url_to_image_file/image.jpg");
background-size: cover;
}