Adding MicroStation Background images is different than in stand alone. You need to go to File>References>Tools>Attach. Background files to be attached with this command include .dgn, .dwg and .dxf files. Raster files should be attached using File>Raster Manager. GIS files (e.g. shapefiles) may need to be converted to the appropriate CAD or raster formats using GeoGraphics to be used as background. See MicroStation for details about the steps involved in creating these backgrounds.