First, you add a background like you add anything to a Krakatoa rendering - using simple compositing. In the worst case, Video Post will do. If you have Autodesk Composite, Combustion, After Effects, Fusion or Nuke, even better.
Krakatoa was meant to be used as a pass generator and assumes heavy compositing will happen after rendering, so we never felt the need to add background image support. The only reason we added background color support was to allow for quick non-zero Alpha backgrounds (via the Background Color Override which supports RGBA).
Second, Krakatoa is a volumetric renderer. Everything you render is volumetric, so creating a volume light effect the way the Scanline does it makes little sense. In Krakatoa, you would have to fill the scene with particles and light them - “visible light” is not what Volumetric Lights do, they are “Lights illuminating the dust particles in the air or another medium”. Usually, the Voxel mode does a better job at this, but in general it will be quite slow and probably not worth recreating in Krakatoa if you can render it in another renderer and composite it with the Krakatoa image. This is because in Krakatoa you have to fill the whole scene with particles (which is expensive), while Scanline & Co will fake the volumetrics just inside the cone of the light. Now, if you wanted to create a 3D shape made of “volumetric fog” that appears when lit by the light cone, or clouds or anything with a defined volume, Krakatoa would be the way to go.
You should think of Krakatoa as a tool for creating specific aspects of the final image and use it only for the things it is good at. There are a lot of things it can do very well and a lot of things it sucks at, so pick your tools wisely…