These images are stored in C:\Users\UserName\AppData\Roaming\TruckersMP\installation\data\ets2 or ats or shared\ui\
No fancy caching or file format, its just stored in png files
The team just adds/removes/changes background images once in a while and for some events
If you wanted to add your own, you can just create a new folder in C:\Users\UserName\AppData\Roaming\TruckersMP\installation\data\ and name it one of the following: ets2_mod ats_mod shared_mod and put png files in that location named similarly to "background9.png", preferably 1920x1080 resolution. You can also change some of the UI elements here
Of course, shared_mod will show between both games, ets2_mod only on ets2 and ats_mod only on ATS.