Well I am sure you can add an alpha channel in those but you can use a free program called gimp if you want. If you download gimp https://www.gimp.org/downloads/ you can open your sprite, go to layers -> transparency -> add alpha channel. Then select the background of the sprite (there is a colour select tool which is probably easiest for you) and delete the background. Then just go file, export as and select png or jpeg as you prefer and you will get a sprite with no background. You will then need to add this to your godot project as normal.
I use gimp to create my sprites so i am sure this works fine.