Settings > Style Configurator > VHDL > COMMENT: Background Color = pick a yellow background to meet your commenting needs.
However, from what I’ve gathered reading the forums, doing the fancier stuff like choosing a different background based on context (ie, type of block, or number of levels of nested blocks) would probably require that you (or someone you contract or otherwise convince) write a custom lexer or other plugin.
Disclaimer: I am not an NPP developer, and I do not know the details of writing a custom lexer or plugin, nor the benefits, limitations, or differences thereof. If someone else knows of an easier way, feel free to correct me.