In the older versions, it was easy to add a watermark. Now with v.15 when I add a transparent png image there is a black background under it. I have other editors and when I use the image it does show transparent with no background.
You probably need to tell VMS that it has an alpha channel! Right click on the clip and go to Properties / Media tab and look at the Alpha channel item. If it says "None" try one of the other options.