In that case you need to either define a transparent color or you turn the project into one that uses alpha transparency.
I suggest to make the color that is used in the background to be transparent (the dark gray). This should even work automatically like this:
Double click on the layer and use the “guess” button for the transparent color.
It will show you the color index that is transparent now. You can pick it up from the color palette or from the canvas with the pipette tool or you left or right click on the the checker pattern icon besides the color selectors at the top left.
Or you could select the paint mode “Erase” from the Paint Mode menu.
Generally it’s recommended to primarily select it as the right mouse button color so that you draw with the left button and erase with the right mouse button.
You can also select any other color in the palette, e.g. the very last one. Define it as transparent within the layer and use the fill tool to fill the background with this color.
(I’m saying this because it looks like if the gray color is also used within the body in your art which you don’t want to see transparent I guess)
Also you might want to watch this video concerning transparency: