Clicking on the 3rd tab opens the background scene in the scene view.
To insert background music, please add an object in the background scene and upload music (.mp3 file). Then add a time event in the background scene at second 0 that plays this audio object. If everything has been done correctly, the music will now play in the background while the user jumps from scene to scene. It is not affected by a scene change.
Here is a video on how to add background music.