First be sure you are not exporting JPG - transparent background not supported there.
Use Export - the for Background (the popup menu on the right) select "No Background". For bitmap images use PNG or TIFF.
There could be other issues, if you imported a bitmap graphic with an existing background you may need to Crop or use Clear Color command to remove a background (these are on Format main menu, Images submenu).
And if it something you have drawn, make sure you did not draw a background. One "trick" is to set the drawing's background color to something unique (like green) that is "not white" then you can see clearly where you have drawn and what will be transparent on export.