there is no option in primavera to change the color of the indivisual activity,but there is some work around which i have detailed below.
this option needs you to take the help of the windows. select the activities that you want to highlight then go to control panel----display options ---appearance --advanced ---selected then here you can change the background color and font color then apply. after you take the print out you can reset the settings to original format..
2) you can also do the highlighting with the help of acrobat proffesional where you have the option to highlight the specific row with different colour.