You need to install and activate the child theme in order to do this changes. Please have a look on this theme guide below:
https://showthemes.zendesk.com/hc/en-us/articles/208410625–Fudge-2-Theme-How-to-activate-a-Child-theme
Login to the admin dashboard, Navigate Appearance -> Editor.
On the stylesheet, please add the following style.
.header-menu .sub-menu{background:#FFF;}
.sub-menu::after{border-color:transparent transparent #FFF;}
.sub-menu li .active, .sub-menu li.menu-item a:hover {background:#eee;}
Change the colors as per your requirement.
Update the file.