Based on that code, your image files need to be saved in the same directory as your game's .py file. Try moving them there.
As a sanity check (to make sure the images will load and it is in fact an issue with supplying the correct path) you could temporarily specify an absolute path to the image in your code, so instead of
bif = "bg.jpg"
You would have
bif = "C:/My_game/images/bg.jpg"
But obviously change the second bit to point to where your image is actually stored. Once you're sure that the image can be loaded using an absolute path, you should use a relative path, and if you're likely to have many assets you should keep them separate from the code, for example by putting them in an assets folder in the same folder as your game code, or similar.
bif = "assets/bg.jpg"
