Okay on certain sprite sheets like Freiza's final form sprite sheet, I want to use the sprites and put them on paint, but when I copy and paste the sprites the background is still green and does not match the background of my choice like Namek.

So is there a way to change this green background on the sprite to the background of my choice?

Yes open up 2 paint's 1 for frieza and the other one for the background then use the pick tool pick the green background with left click then press rubber then press right click and hold and move it around the freiza's sprites. Then copy and paste

There's an easier way. When you paste the freeza, use the eyedropper tool(Color picker) and right click the background color freeza is on. Then, undo the paste and repaste. That'll do it.