To change your profile's background you must:
Go To Your Profile
Click On Edit Profile
Scroll Down To "Profile Background"
Click On "Select Background..."
Choose A Background
Click X / The Sides
Scroll Down And Click "Save Changes"
Preview Your New Profile Background

You need to have had backgrounds to have one / change it, and to do this there are a few ways:
Craft One
Trade One
Unlock One
Buy One

It should be somewhat follow the lines of the video below:
https://www.youtube.com/watch?v=88Y3iyCo-EU&feature=gp-n-y&google_comment_id=z13kfhhorursi3pgt04ccphorpe2vdyaat00k