You can go three different ways with backdrops. Backdrops set the 'place' where the scene is set.
Use a background to work with your script. For instance a beach scene needs a beach, a forest needs trees, a park needs park, a room needs a wall, a balcony needs a balcony.
Go natural and use whatever is there (though removing unwanted objects, such as rubbish, unless the movie is about rubbish)!
Use props if you need to, as they enhance the scene.
Use a green screen, (refer green screen), whereby the movie is shot against a green screen and that is replaced by a background still or movie.
It's your movie, your choice.