i usually use .png since iphone images are in that same format, but i think .gif would work (just guessing). Look at the app creator's webpage FAQ. for a short and sweet answer, to have that background put in (and remove the default grey one) just put it under your background image folder in your phones filing system.
/library/ColorKeyboard/Backgrounds_Portrait & /library/ColorKeyboard/Backgrounds_Landscape (for a landscape version of course)
then go into your color keyboard app inside settings, go into each of those folders and select those images (whatever you called the image).
If you want a whole theme (like different color letters, style of letters, etc) this is very complicated and i suggest you read phatmartino's guide at least twice, then ask him questions if you get stuck. The guide is very good.
im not talking about a normal .gif The one i am talking about contains 12 or 13 pictures, so it is animated. Putting the .gif in only shows the first picture. i have tried. I have read his guide before, look up "Purple & Green Colorkeyboard" on cydia or http://modmyi.com/info/purpleampgree...keyboard.d.php . It would be nice to maybe put a moving picture or video behind the keys.