1. Click the settings icon in the top right of the Zoom Desktop client.
2. Select the "Backgrounds and Filters" category.
3. To add new backgrounds, click the + icon and select "Add Image". This will open a file browser for you to select the image to use as a virtual background.
4. Select the image you want to use as your background and you should see a blue outline around the image.
5. You can now close the settings window.