ActionBar added in Android 3.0 (API level 11), but you can use it in ealier API 11 by using Spport Library. To use support library for Action Bar, your activity should extends ActionBarActivity.
To custom your action bar color, you can set actionbar style in styles.xml file, something like:
<style name="AppTheme" parent="@style/Theme.AppCompat.Light">
<item name="actionBarStyle">@style/MyActionBar</item>
</style>
<style name="MyActionBar" parent="@style/Widget.AppCompat.Light.ActionBar">
<!-- for before API 11 -->
<item name="background">@color/your_color</item>
<!-- for after API 11 -->
<item name="android:background">@color/bg_blue</item>
</style>
Hope this help!
[UPDATE]
To use AppCompat theme, you have to import AppCompat library to your project from support library V7: your-android-sdk\platforms\extras\android\support\v7\appcompat