For your backdrop, you will want something simple so that it
does not distract the viewers from the subject.
One way of setting up the background is to have the paper curved up
like the picture shown.

If you look at CE's photos, some of it are done like that. It will
give an illusion of an infinite background, without a visible
horizon.
For lighting, it depends on what kind of look you want you image to
have. If you want soft shadows, move the light in closer. Place the
light at an angle to create sculpting shadows so that your model
look 3D. Use white reflecting cards (can be A4 paper) to as a
complementary light. This will help to further lighten
shadows.
These are based on past readings. I have not done macro photography
extensively yet.