To display an image from the Digitized Sky Survey (in a separate window or as the current map background), just use the Digitized Sky Survey... command in the Images menu (or you can use the F8 shortcut to access this interface).
A dialogue box then lets you to specify the characteristics of the image you wish to display. For more details go to the Accessing images from the Digitized Sky Survey page.
You can also request the direct transfer of the image without having to use the dialogue box which specifies the characteristics of the image to be transferred. In this case, it will be the parameters last specified in the dialogue box which are used to specify the image transfer, except parameters relating to the field: it is the current values of the field which will be used. Use the command Field DSS image… in the Images menu to gain direct access to image transfer (or use the Ctrl+F8 shortcut).