Can we change the color of the menus/background/blocks/header ?

You have two solutions:
-you are a CF Contributor and have access to user/1 on your installation and have the knowledge to change a theme, you may go ahead and do it at your own risk.
-you ask CF to customise your site. For simple color changes, the cost will be less than €100.

Tip: We are looking for communities that would like to create custom Drupal Themes. That theme will then be offered as a choice to communities using the CommunityForge hosted solution. That's called Pooling resources, and that's what sustainable communities do.