You need to use css and create a circular button class with the correct designing properties then you can use it throughout the system. Mendix uses sass document where you can code your styling.
Please consider following these learning paths first:
https://academy.mendix.com/link/paths/123/Style-your-App-with-Sass
https://academy.mendix.com/link/paths/125/Define-Your-App-Design
https://academy.mendix.com/link/paths/135/Implement-a-Design-System
For the code of a circular button you can use google here some examples I found by googling 'round button':
https://alvarotrigo.com/blog/css-round-button/
https://www.webcodzing.com/circle-buttons-css/
Use classes and CSS for that.
Put the class (e.g. my-cicular-button) on your button in the appearance tab. Then in your scss files, write the styling. You could use the :active selector and a linear-gradient:
.my-circular-button {
border-radius: 50px;
background-color: green;
&:active {
background: linear-gradient(red, red 50%, blue 50%, blue);
}
}