Choose your scene's background color, or use and HDRi or image
If you want to choose the color of a scene, click it to see the "Environment" bar and click the background color box to open the color picker.
If you want to use an HDR image, switch to HDRi.
You can also choose one from the HDRi library by clicking the open book icon.
If you want to use an image, switch to Image and choose one from the list.