Launch Zoom and click on your profile icon in the top-right corner. Choose Settings from the menu.
If you're on mobile, join a meeting and tap the three dots in the bottom-right corner. Open the More menu.
Maybe you want to use a custom background. On the Virtual Background settings screen, look for a + icon. It will open a pop-up dialogue with the option to upload a custom image.
You can remove any uploaded backgrounds with the X icon in the top-left corner of the image.