Yes this can be done with a small snippet of ‘Additional CSS’.
In the example below the 3rd menu item will have a red border:
#menu-main-menu > li:nth-of-type(3) {
border: 1px solid red;
}This will give it a red background:
#menu-main-menu > li:nth-of-type(3) {
background: red;
}Change the color red to your preferred color or color hex code.
If you want to highlight the 4th item, you should change the number in brackets to 4, and 5 for 5th etc.
#menu-main-menu > li:nth-of-type(4) {
background: red;
}