Maybe green walls/floors...? Don't have to be more difficult than that. Just remember to use a color that is NOT in the stage, so that the background shows through on the right places.
Green screens are used to capture something that is difficult to actually film in real life - like moving backgrounds when you have things standing still, or similar. It's often also used to show the weather charts on TV, and several other things. I don't know how to do the movie part, as I've never done it myself - but for photoshop/moviemaking, just put in the background where the "green screen" is. (In photoshop, you just select all the "green" parts, and paste in the picture you want in the background.
Like I did here
