Okay, so not too terrible a task. At least you're only dealing with straight lines.
1) with the pen tool draw a shape around the whole collage. No stroke, all black fill.
2) In the layers panel, drag that shape on top of the thumbnail of your image until a vertical blue line appears next to the thumbnail. Drop it there. You should now have a transparent background.
3 ) If you want to reintroduce a drop shadow.... With the image thumb selected hit the FX button. Select Outer Shadow. Play with those settings.
(I will say this though, The resolution of the images isn't super terrific. But that's a whole other conversation.)
