Background images/colors/videos are set on the Page style tab, the Row styles editor, the Column styles editor, and/or the Content Block styles editor. 


The Page styles tab is on the right toolbar on the page builder




The Row and Column styles editor is accessible from the Row hamburger icon



The Content Block style editor is accessible from the content block style icon:



The background color/image/video is set on the backgrounds section:



The 'Select Background' button will allow you to display an image while the background video is loading.