If you don't have any backgrounds downloaded but you want to create one you need to go to
Insert>Shape>Square and then drag the square to fill the background size. the initial canvas that you see is just a guideline for the size of your layout and isn't actually a layer. It is like your table if you were paper scrapping... you have to set a sheet on top of it to get started.
To remove the black line from around the square go to line thickness>more>none.
I think Amy answered your question about the downloaded background though.
hope this helps

__________________
Kristi McFadden
Proud to be a Design Team Member at SBB!
Looking for a Tutorial in DIP? PM me and I'll try to help!
"A creative mess is better than tidy idleness." -unknown.
Click here to view my LO attempts

