Cannot Set Virtual Background

I hope I am in the right room for this discussion.  I am using a Dell PC and have started joining Zoom sessions.

I  would like to be able to set up my Virtual Background but cannot do this.  When in a Zoom session, the ability to create a Virtual Background or Filter (off the Video icon) is disabled.  When I click on Settings (again, off the Video icon), the ability to create a Virtual Background or Filter is disabled.  Is there something that I need to do to change this.

I worked with a friend who is an Zoom account admin and he set up a test session.  His wife and I joined this test session.  His wife, who had the same privileges as me, was able to create a Virtual Background.  I still cannot create a Virtual Background.

I know that I must have something set wrong but cannot, for the life of me, figure out what it is or even where to start. 

TIA!