Thanks for reaching out to us, I think you are mentioning Dall-E Editor which provided by OpenAI. https://help.openai.com/en/articles/6516417-dall-e-editor-guide
At this moment, Azure OpenAI only supports generate image as it's only in preview stage, so if you want to change the background you may want to try to do it in the Azure OpenAI play ground with the prompt like, help me to change the background to XXX.
Unfortunately, it does not work like OpenAI Dall-E Editor, but I will bring your feedback to product team to see if we can add this feature in the near future.
-Please kindly accept the answer if you feel helpful to support the community, thanks a lot.