What is the best way to achieve this style of background

You’d need a 3D library. threejs ( https://threejs.org ) is probably what they used on the example you linked to. But you need to be very experienced with javascript as well as 3D to make good use of it.

Otherwise you can use an editor like Polygonjs ( https://polygonjs.com - which I’ve created ) that allows you to create interactive 3D scenes without any coding.

Here is for instance a scene which has imported models and is set up to have the lights move when you scroll ( lighting_update_on_scroll | lighting_update_on_scroll ).
And there is also a tutorial on how to add those 3D scenes to webflow: Webflow | Polygonjs + Webflow

Happy to help you get started if that sounds interesting.