Videohead -
Specifically, you can find it in the Environment attribute of the cameraShape. There you can change the color or add an Image Plane.
In fact, a search of "Background Color" from Maya Help yields this:
QUOTE
Environment
Control the appearance of the scene's background as seen from the camera. Different cameras can use different backgrounds.
Background Color
The color of the scene's background. The default color is black.
Image Plane
For Maya software and mental ray for Maya rendering.
Creates an image plane and attaches it to the camera. Clicking the Create button automatically changes the focus of the Attribute Editor to include attributes for an image plane.
For more information on image planes, see Create, edit, or position an image plane in the Shading guide.
Remember, F1 is your best friend in these times.