I'm saying that you're all new to 3D animation and wanting to just jump into some of the more sophisticated areas of 3D animation is unwise.
And as someone has said, you're asking for help on 3D animation on a stop-motion animation site. Although there are few around that can answer your question, the better/quicker approach is to ask in 3D animation forums or even the tool itself: Blender.org. Additionally, I'm sure your neighbor Bing and your best friend Google can help as well.
Anyways, the multiplane approach that Disney used to do to create depth in traditional animation. You still have to draw/model these background image layers.
What you have there are planes lined up to face the camera and has a texture with an alpha channel (you'll have to use PNG).