xmlns:xceed="http://schemas.xceed.com/wpf/xaml/toolkit"

    <Window.ContextMenu>
        <ContextMenu x:Name="myContextMenu">
            <WrapPanel>
                <Label Content="Указать цвет"></Label>
                <xceed:ColorPicker Name="ColorPicker1" DisplayColorAndName="False" Height="30" Width="200"
                       SelectedColor="Gray" SelectedColorChanged="ColorPicker_Click"/>
            </WrapPanel>
            <MenuItem Header="Установить фоновый рисунок"></MenuItem>
        </ContextMenu>
    </Window.ContextMenu>

        private void ColorPicker_Click(object sender, RoutedPropertyChangedEventArgs<Color?> e)
        {
            if (ColorPicker1.SelectedColor != null)
            {
                Background = new SolidColorBrush((Color)ColorPicker1.SelectedColor);
            }
        }

        
        private void ColorPicker_Click(object sender, RoutedPropertyChangedEventArgs<Color?> e)
        {
            if (ColorPicker1.SelectedColor != null)
            {
                Background = new SolidColorBrush((Color)ColorPicker1.SelectedColor);
            }
            myContextMenu.IsOpen = false;
        }

<MenuItem Header="Указать цвет" Click="ColorDialog_Click"></MenuItem>

        private void ColorDialog_Click(object sender, RoutedEventArgs e)
        {
            var dialog = new System.Windows.Forms.ColorDialog();
            if (dialog.ShowDialog() == System.Windows.Forms.DialogResult.OK)
            {
                Background = new SolidColorBrush(Color.FromArgb(dialog.Color.A, dialog.Color.R, dialog.Color.G, dialog.Color.B));
            }
        }