[mme42]

If by header, you mean the logo image, you can go to the style options for that style and specify a new location for the header image.

Admincp > Style Manager > Pick Style > All Style Options (or just Style Variations) > Image Paths > Title Image

So, you'd upload a new logo image to your server and then put the location of that file in the box. Or, you could just upload a new image to the same location as the existing one with the same file name. This would be overwriting the existing one though, so be sure to back up first.

If you want to change the look of the header in a way more than just replacing the title image, you'd do so in the "header" template. You can find this in the first box of the "All Style Options" page or by selecting "Common Templates" to show only those options. You could also find the header template by selecting "Edit Templates" in the Style Manager. Then select "header" and click "edit" (or "customize" if the template hasn't been edited before).