Older engines could actually use PNGs from Paint--I did all my pixel art in Paint for years, but RMXP would let you select a transparent and semi-transparent color instead of demanding files with alpha channels (transparency). Some popular image editors that support transparency are GIMP, Photoshop, Paint.Net, and GraphicsGale--if you're using one of these, or something similar, you should be able to get a transparent background just fine.
The background of your canvas should show a grey-on-grey checkerboard when it's blank. If you want to have a colored surface for drawing on, add a new layer and flood that with the background color, so you can turn the visiblity of that layer off before you save out your finished PNG. (If I had a dollar for every time I'd forgotten to turn off my background layer and accidentally imported something with a neon green background, I'd be rich XD)