Backgrounds are another of the basic resources that you can use in GameMaker: Studio.
These are usually large images that are used as backgrounds (or foregrounds) for the rooms in which the game takes place, but they can also be large images composed of many smaller ones called tiles which you can then place individually in your room to create complex visual designs for levels with far less processing overhead than you would get with objects and sprites.
To create a background resource in your game, use the Create Background option from the drop-down Resources menu or use the corresponding button on the toolbar. Either of those will cause the following window to open: