Scratch

Click on the small image that says "Stage" just to the left of the small sprite images.  This will make the stage the working area.  Click on the "Backgrounds" tab and use the picture editor to create another background and then exit the picture editor.  Then, Click on the "Looks" button, you will see a block called "switch to background" which you can put in a script. 

You will need a hat block to actually run the background changing block.  Look under the Control button to see what you might want to use.  Typically, you might use "When Key xxx Pressed" or "When I Receive xxx" hat blocks.