If you want something other than OBS's default black when nothing's there, you'll need to add something to cover that default black. Image source, Media, Capture, etc.
As for building a scene, it's very much like a PowerPoint slide. Each thing has its position in a stack, and higher things cover lower ones. Transparency works too. The primary difference is that PPT uses static things and OBS uses live video.
If you're talking about a green screen, then there's a filter for that already, that even comes with OBS by default: Chroma Key. It replaces a given color - usually green but not necessarily - with transparent. Then the PPT-like stackup works as usual with that transparency.
If you're talking about background replacement without a green screen, there are several plugins that do that. One requires Windows, and an NVIDIA GPU from a short list of supported ones. Another one uses the CPU only, and runs on Mac and Linux too.
