Paint does not save transparency to an alpha channel unfortunately, you will need to edit it, add an alpha transparency channel, and delete the white parts in another program.
For a free software i can recommend GIMP
https://www.gimp.org/
If you're using GIMP, all you do is open your image in GIMP, and :
1. Looking over to the right you should have a panel with tabs on, switch to the layers tab.
2. Right click your image in there, and select Add Alpha Channel.
3. Go to the tools panel on the left and select the fuzzy select tool (looks like a magic wand).
4. Click anywhere in the white area of your image, and press the delete button (you will now see the white replaced with a checker pattern).
5. Go to File/Export As and save your image.
It should now have a transparency.
i5, NV960 2GB, 16GB memory, 2x 2TB Hybrid, Win10.