When you say ‘create a background’ I assume you mean as some kind of prop to be used? A simple method of doing this would be to create a ‘plane’ primitive and texture it with the JPEG file you want. This gives you a moveable prop which you can place anywhere. Set the ambient colour to white and the ambient value fairly high (50-100%) and there you go, one prop. Note however that they’re quite limited in scope. Planes take up 3D space, but are still 2D objects. They have no depth, so your camera angle will have a huge impact on how it’s viewed in the animation. With that in mind, be careful about how you move the camera around during the shooting.
Now, if you want to take that and make it into a more useable 3D prop, I suggest buying Hexagon (it’s going quite cheap at the moment) and learning it well. It’s a modeling tool which will help you take your 2D shapes and give them the extra dimension they sorely need in Daz Studio.
As for the Bryce clouds, currently Bryce objects are not Daz compatible. There are plenty of good sky-domes out there though, if that’s all you require.