Can I add a video background to the sound and shadow?

Of course. If you want to keep the music of the original material, right-click the video clip and select "Split Audio", then delete the video clip on the video track, add and import it into the video of your choice, and adjust the length of the split audio to match the length of the video. Just share it at last. The video and images on the video track are the background.

Supplement: There is no way out. Don't say that drawing sounds and shadows is beyond the reach of other professional software. It can be used in TV stations or TV series, but you need to shoot a video with a blue background, then extract it with professional software (similar to PS matting), and then synthesize it with other background pictures or videos. A typical example is weather forecast. The host explained the video on a blue background alone, and then synthesized it with the weather map. So it is impossible to use video editing software.