Hi,
Have you created a separate Design module or are you using the default from Mendix?
In case you didn't create your own Design module, in the Marketplace modules, find: Atlas_Core.
Go to Styling - Web - Core - Widgets, and find there one of the three you have used: Navigation List, Bar or Tree. Try to find the .active class and try to play around a bit so you can understand why you are having this issue, in general should work by default and highlight the selected navigation element.
For example, if you have used a Navigation tree in your layout: changing the color in the .active class, should do the trick.
Let me know if it works or if you need more help.
Also this learning path may help you: https://academy.mendix.com/link/paths/123/Style-your-App-with-Sass