In 1.0, to change which scene you're using just click on the scene in the timeline at the bottom of your edit page. From there click on the white arrow and choose Switch Scene. This will allow you to choose a new scene in place of the one you're working on.
If you're using 3.0, to change your background you'd just need to click on the video box and click Replace Background!
For more things you can do with your 3.0 backgrounds, head over to this article!