Well...
You should choose it first, I guess.
For conveniency, let's imagine you would like to display a Discord room overlayed on the video you want to broadcast.
You will start your Discord app, or within a navigator. Then in OBS, in the view, add a new source -> window capture
Choose thr right window, and add a filter "Insert with Chroma-key". Then as key color, choose the background of the Discord window: this will make it transparent, while keeping the text, emojis etc colorful.
HTH,