I would like to start my answer by saying never apologize for not knowing something. There is nothing to be ashamed about and it's good to ask about things you don't know! More people should do it, and you should not be criticized for it.
I want to address your example first, since I believe there is some (common) misunderstanding. The scenario you have described is a type of Lamarckian evolution, which was actually the best attempt at explaining the mechanism of evolution before Darwinism. Lamarck was a great biologist, and so even though we may mock his ideas, it was progressive for the time with the information he had available! Anyways, Lamarck's idea was that organisms could change during their lifetime in order to adapt to their particular environment, and then pass these changes onto their offspring. The very classic example is the long neck of a giraffe. The Lamarckian thought is that a giraffe stretched his neck to reach the leaves high up in trees, and passed this newly-stretched neck onto his offspring (and hence all giraffes now have long necks). Today we know that Lamarckian evolution is never observed and is not a supported or a sufficient explanation for complex adaptations.
Here is why this idea doesn't work:
All organisms carry a one-dimensional "code" in their cell(s) which act as a recipe for "building" that organism along with the organism's characteristics that make up their phenotype (which would include the color that you describe). Most commonly this code is "written" and stored as DNA, a string of biomolecules called nucleic acids. Information is read from this code via sophisticated biological molecular machinery and used to form every aspect of the organism and that organism's effect upon the environment; that is to say the information flows from code to the environment and not the other way around (ie: it doesn't move from the environment back to the genes). I should state that there are exceptions known as epigenetics, which while extremely interesting, is beyond the scope of this question.
You can think of it this way: imagine you have a recipe for a cake. All the instructions to bake the cake are coded into a one-dimensional sequence of letters on a page of your cook book. This is the code for making the cake. You read these letters, and your brain interprets the meaning. You use this interpreted information to carry out the actions required to bake the cake. Now, once the cake is made, you cut a slice from it. Of course, the act of cutting and removing the slice does not convey information back to the recipe. You can imagine if it did, the next cake you made from that recipe would come with an already removed slice!
The point I want to get across here is that a frog which carries the gene for the red color cannot willingly or spontaneously change his color to green to match his environment. There is no feedback to the frog's genes from the environment. The ability to perform such a change would need to encoded within this frog's DNA and likely be part of a sophisticated mechanism that has evolved over millions of years. For example, many birds have breeding plumage that changes color at certain times of the year, but this is a heritable trait that has been honed through the action of natural selection over millions of years and has nothing to do with the bird's conscious desire to be more attractive.
Please do not be confused though - an organism's environment (including the "genetic environment", the collection of genes in the gene pool) as well as things like the habitat, predators, etc, are the pressures which drive evolution by natural selection. In this sense there is feedback from the environment, but it occurs within populations of species over many generations, not within individual organisms' lifetimes, and it acts through totally different means than those imagined via Lamarckian evolution.
This is a large topic and I could go on and on, but I hope that this is a sufficient answer to your specific question for now. I recommend you check out the extremely engaging and informative book called "The Blind Watchmaker" by the illustrious Richard Dawkins. My cake example was summarized from this wonderful book, and there are plenty more where that came from!