When using MS Teams on e.g. Azure Virtual Desktop there is currently no possibility to set custom background images for video calls.
This is on the roadmap and will be available on April 2025:
https://www.microsoft.com/en-us/microsoft-365/roadmap?filters=&searchterms=410366
I am using the Remote Desktop Application (msi version) on Microsoft Windows 11 that can be found here:
https://learn.microsoft.com/en-us/azure/virtual-desktop/users/connect-windows?pivots=remote-desktop-msi#download-and-install-the-remote-desktop-client-msi