The Effects section lets you blur your background, select a virtual background images, or alternatively you can upload a custom background image. You can access Effects through the Settings button:
You can find this button in the waiting room before you enter the call as shown below:
Once in the interactive class you can access this button on your own video tile as shown below:
You can also get to this feature by hovering over the camera feature in the toolbar as shown below:
Selecting any of these options will open the Effects section of the Settings menu with the background options to blur or swap your background.
Make sure to select Apply and the effect you've select will be added to your current camera feed. You can then close the Settings menu and enjoy your interactive class.
Video demo of blurring background
Here is a video showing how to blur your video background. Please note, for the purpose of this demo, we have turned off the video of the interactive class host.
Click the fullscreen icon in the bottom right of the video player to expand this video - 
Video demo of swapping background: