The red sidebar columns are already images - substitute yours here:
Code:
#navColumnOne {
background-image: url(../images/columnA.png);
}
#navColumnTwo {
background-image: url(../images/columnB.png);
}
If you want to change the "marble" pattern on the edges of the page, that is the body background.
Save images in /includes/templates/your_template/images/, as that is where url(../images/xxx.xxx) points.
To find these class and id names, use the Information > Display Element Information button in Web Developer. Click on any element and see its tags and ancestors, among many other things.
The CSS > Edit CSS button will let you try stylesheet changes and see the results instantly.
If a class or id you want to style is not in the stylesheet already, add it.