Hi there,
you can enable the Sticky Navigation:
https://docs.generatepress.com/article/sticky-navigation/
This will inherit the colors you set in Customizer > Layout > Primary Navigation.
If you want to have different colors or a transparent header when the Navigation is static then you can edit your Header Element and go to the Site Header tab where you can change Header Colors and enable Navigation colors – this will only affect the colors when the header is not sticky.