Find a cloth or other material that allows light to pass through (such as a sheet or thin, white blanket). You need some sort of material that catches the projected image and displays it on the other side.
Hang the cloth from the curtain rod on the rear of the stage. Most theater stages have a rear curtain with additional floor space, allowing you to move around without walking completely behind the theater.
Position the projector in the open area behind the curtain and aim it at the cloth. When you power on the projector, the images are produced on the cloth and seen on the other side of the stage.