You can do that with a single image or multiple. Multiple gives you more control and options.
Single Image: Everything except UI text and game elements were created before hand in some image editing program and the he just draws one background image. (less likely)
Multiple Images: I can tell you this, that blue box thing in the background, not the UI, is made in Photoshop with the extrude filter and was drawn first. After that I think he drew the UI next. I believe the blue grid that some of the UI elements have is built into the UI and not a separate image. Then all the text, next block preview, etc is drawn.
If you would like to make really cool backgrounds for games, look up some tutorials in photoshop to get a firm grasp on layering. You use layering all the time in games to make all sorts of cool effects. Then once you have that down, use a program like photoshop/gimp/mspaint to make some backgrounds/UIs/whatever and try them out in your program. If you don’t know how to use photoshop/gimp/mspaint then look up some tutorials online.