Yes, I'm not sure what it's called in English (using the German version atm), but in the menu bar you should have something like "Page Layout" → "Page Color" → "Fill Effects" and there you should find a "Picture" tab where you can select a file from your PC to use as the page background.
Might be hidden in a different menu if you're using an older version of Word, but the functionality should exist in pretty much all versions back to Word 97 or so.