I would place the javascript in the exit event.
This code will colour the whole field (including caption) if when exited the field is not empty. If it becomes empty again, the colour returns to white. If you dont want to colour the caption as well, set the field to have no caption and just add a text object next to it.
TextField1:exit (Javascript)
if(this.rawValue != null)
{
this.border.fill.color.value = "150, 150, 150"; //RGB colour grey
}
else
{
this.border.fill.color.value = "255, 255, 255"; //RGB colour white
}
If you prefer just to colour the borders of the object when exited, change fill for edge.
TextField1:exit (Javascript)
if(this.rawValue != null)
{
this.border.edge.color.value = "150, 150, 150"; //RGB colour grey
}
else
{
this.border.edge.color.value = "255, 255, 255"; //RGB colour white
}