I would guess that the background - in fact, the whole poster, probably - was made in Illustrator. Of course, not everyone owns a copy of Illustrator, so there are ways to create the same effect in Photoshop. Basically, you just need to follow one of the many so-called "Vector Sunburst" tutorials that can be found all over the web, such as this one:
Vector Sunburst - Photoshop Tutorial | SlickTutorials
then add a
Gradient Overlay to shade it to your liking.