Select the section in which the background image you want to change, Changing Background images is the same as changing theme images
Click customize option on the top bar, a left sidebar appears with all the customizable options and you can see the edit icon available for every section in the theme. Click on the edit icon of the section in which Background image you need to edit, then you will get a left sidebar with customization options, click on the select image button, and then upload your image.