I just did a quick test;  w:shd works in PDF output:
Using xml Syntax Highlighting
      <w:r>
        <w:rPr>
          <w:shd w:val="clear" w:color="auto" w:fill="92D050"/>
        </w:rPr>
        <w:t>222222
</w:t>
      </w:r>
 Parsed in 0.001 seconds,  using 
GeSHi 1.0.8.4
 
  But w:highlight is not honoured in the PDF output in 2.7.0:
Using xml Syntax Highlighting
     <w:r>
        <w:rPr>
          <w:highlight w:val="yellow"/>
        </w:rPr>
        <w:t>44444444
</w:t>
      </w:r>
 Parsed in 0.000 seconds,  using 
GeSHi 1.0.8.4
 
  http://www.docx4java.org/trac/docx4j/changeset/1665 and 1666 add basic support for that.  As 
http://www.docx4java.org/trac/docx4j/changeset/1666 says, it is assumed that the specified color is recognised 
as an xsl color.  Handling is required for when this is not the case.  Perhaps one of you could submit a patch to deal with this?