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If you want the background of your animated GIF to be transparent, allowing the background image or color to show through, you can set this an option in GIF animator. You can select each frame individually at the bottom of the screen, on the animation tab.

Or you can set the transparent color for the entire movie by going to Edit > Global Frame Properties. The transparent color selected here will be applied to all frames.
In either case, all you are really doing is selecting a color to act as a transparency, so that instead of displaying the color, the background is displayed instead.