Starting from DS 3.0, there’s an option to use a custom image file as the background in the Graphics view. The image file can be set from the Graphics tab of the Display Style dialog. A few example background image files (.png) are included in the Samples folder.

However, currently in DS there is no way to save an image file with a transparent background.

Graphics editing programs such as Photoshop can be used to convert to a transparent background. There’s also a popular easy to use freeware program called IrfanView which can read the .png file saved from Discovery Studio and convert it to a transparent background .png file.