Select from File - New project menu. Also you may activate this screen from  File - Open Main Image or if you simply drag background image from Finder and drop it into project background. Please note that you need to drop image into background. If you drop image into a layer image will be embedded into the layet.

Background Setup screen

Setup page proportions using page sixe popup and/or X and Y Apects text boxes on the right. Select desired part of background image by dragging and resizing cropping box located over the background image.

Also you may make "Plain color" background, that is background filled with some colour of your choice. Simply tick on Use Plain color Image checkbox and select a colour.