Microsoft have recently added a background feature to Microsoft Teams that allows you to pick from a number of backgrounds that are provided by Microsoft. When your in a video call just click the 3 dots for more actions and then click show background effects.

But with a bit of digging there is a folder where you can drop your own images and they then appear as a background option within Microsoft Teams.

The folder you are looking for is at the following path under your user profile:

AppData\Roaming\Microsoft\Teams\Backgrounds\Uploads

Just drop your own background images into the Uploads folder.

Your image will then show as one of the background options.