I solved it. Check below link.
Declare FSlateBrush at header, not .cpp source file. And if you use it to fill background, color will apply with no problem
.h
//....
FSlateColorBrush brush = FSlateColorBrush(FLinearColor::Yellow);
//....
.cpp
SNew(SBorder)
.VAlign(VAlign_Center)
.HAlign(HAlign_Center)
.BorderImage(&brush)
//...
Result
Hope this helps who is trying to use slate in code.