Huh, I have the same version of SH3d running it under Linux Mint. In the Menu "3D view" -> "Modify 3D view". On the top of the window are settings for Ground and Sky. Next below is a checkbox with the text "Background image visible in 3D view". Below this is the section about 3D rendering" dark and opaque.

But maybe I misunderstand the term background image completely. It is now displayed on the ground in the 3D view but not against the horizon. I can now see it if I look straight down on my object, but not if I look horizontally.