Hi,
Did you select Duplicate or Extended display? If it's showing your background on the external monitor that means you're in Extended display mode. You'll need to drag the Window you opened on the other side of the screen. If you'll do Duplicate display mode you'll just have a copy of your screen on the external monitor.
To switch between Extended or Duplicate display just press the Windows key + P at the same time and select between those 2 mode then press Enter.