“Border & Shading” means you want to put border and or color on the background of PARAGRAPH
this feature can be found in Home Tab > ‘Paragraph’ Group
so if we want to arrange specific area for the color…firstly, we need to drag/arrange the Indent mark for the paragraph.
“Highlight text” means that we want to give background color just for the TEXT no more
his feature can be found in Home Tab > ‘Text’ Group