Changing background images is the same as changing images in the theme. Select the section in which the background image you want to change.
Click customize 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 which Background image you need to edit, then you will get a left sidebar with customization options select the Background image customization and then upload the image which you want to replace.