I always have trouble with that too.  It seems more trouble than it's worth.
Even when I can get the picture to show up in the render, often times
it doesn't match the dimensions of the render and I get a white border
on the sides or top and bottom.
Instead take a single sided square (in props/primitives) and then take
it to the material room and put your image on the square.  Then scale
the square up to the size you want your background to be.

(Don't use the double sided square, you will get a weird checker board pattern)