How can I colour the main diagonal in Excel?

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I have an excel table in which a correlation matrix is represented.

I want to paint the main diagonal (A1, B2, C3...) in blue.

The amount of rows is huge, so I cannot just format them manually.

I have found this thread in which the author shows some code which does this. However, I don't undersstand it. I am a basic excel user, so I don't understand how to implement it.

Any help is appreciated.

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Solar Mike On BEST ANSWER

I used conditional formatting like so:

On a Mac with Office 365

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On a pc with Office 365:

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