Open the cameras attribute editior and assign the background a texture or color.
However Alpha is supposed to be black and white because its only 1 channel (it couldnt convey blue even iif it wanted to), it s a measure of how much objcts trasparency so you can put it into photoshop and layer just the object on top of your image. In a way its not a picture at all its juts apreview of the alphas value. If you dont know what alha is ignore it.
But what you want to do is to assign your objects with a surface sghader thats white.