First you need to install the background sounds examples (airport, beach, party, traffic and more) by checking them in the installer as shown here: (you can also download them afterwards by clicking here)
Now you need to click on the input sound icon in the application status bar as shown here:
Then you need to check the Mix effect to enable it as shown here:
And you click on the File button to select a background sound as shown here:
Finally, you select a background sound wave file as shown here:
You can also check the Feedback to listen to your voice mixed with the selected background sound and adjust the gain before calling you correspondant as shown here: (don't forget to uncheck the Feedback before placing a call otherwise your correspondent will not hear you)
You can also check the Pitch and/or Reverb effect to modify your voice.
You can make your own background sounds loop wav files, they must be Mono, 8Khz, 16bits, PCM or A-Law or Mu-Law encoded.