The functionality you're talking about (Map -> Background pictures) is only available for worksheets.
Background pictures are used to plot markers on a certain image based on data values (
https://www.tableau.com/learn/tutorials/on-demand/background-images).
However, if you only want a "basic" image as a background for your dashboard, the process is straightforward:
Select a "Image" element from the Object section and drag it into the dashboard.
To bring your worksheet(s) forward, place them in the dashboard with the floating option (not tiled) (if needed)
Extra: If you want the background picture to be readable, make sure the default shading value on your worksheet is none.