How can I convert the video frames into a 3D stage on Mugen 1.1?

[GTFoxN6Y]

I started making the Xross Fighters: Ultimate Versus demo for Christmas and I think I could make my first 3D Stage for myself.

I got the frames from the video, but can you teach me how to convert the video frames into a 3D stage for my screen pack demo, please?

Stage video demonstration:

https://drive.google.com/file/d/191fECclNHDAlRBlCinXpHVx9YsUC4ox5/view?usp=sharing
Stage name: Neon Tokyo

I wanted the stage to look like this:

PS: If possible, teach me how to make a Zoomdelta code For the Stage.