Microsoft is testing the ability to add set a custom background image for the new tab page in Microsoft Edge Canary build 82.0.457.457. Microsoft is conducting a limited test that allows you to change the background image to one of your choosing. The feature is currently only available to those whose Edge clientID has been added to this test. The test is being tested in the latest version of Microsoft’s Edge Canary version of the operating system that is currently available in the Canary version. It is available only to those who have added a clientID to the test.
Source: https://www.bleepingcomputer.com/news/microsoft/microsoft-edge-to-let-you-set-custom-backgrounds-for-new-tabs/