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First you need to make a careful selection of just the guy, copy him (him alone) to a new blank layer, and then delete the original layer. Save it as a PNG file, which gives a transparent background.

There are many ways to make a selection of just the guy. For this particular image, the Quick Selection tool does a somewhat ok job, but you'll need some manual cleanup. A better choice would be the Quick Mask tool or the Pen tool, but those take a bit more time and patience.