A background is usually an image pasted on the background
eg.
load image "...", 1
paste image 1, 0, 0 : `-> And you have your backround
DBP can only draw to its own window, the one it created, the one DirectX is initialized to. If you want to use an image on another window, you'll have to use a plugin that uses the Windows GDI commands. And even then, I think you only have access to child windows of the main window of DBP, not just any active window.
I've never heard of the WinDLG plugin either. Where can I find a reference to it?
Cheers!
Sven B