Is your background a 3D level? A cool feaure to have possibly would be to implent your own camera code so you can have a level with cool camera animations, of course that takes more time to load, just an idea. That's what I've done in the past and I thought it was cool.
No, this is just a rendered image I've found on my pc
The way to implement levels as a background isn't supported, but you can easiely do this later by yourself. Just let the background transparency and add a level-load code in your menu script later.
To implement a level via the tool would be to complicated (because levels can have much different objects which are needed, and the tool itselfs needs already a lot of complex calculations, so it would be to slow when it has also to render a 3d-level). And there would also be a problem to save all the information in the project files (level+models, codes,...)

Regards
TSGames