I am new to wordpress and trying to set up my blog. I read all the forum answers about changing the header image and feel very stupid because I don't know where to find the
wp-content/themes/atahualpa/images/header folder. I typed it into the URL space thinking I'd find it that way but it said it didn't match any documents. How do I find it?

the foledr is on your host. You will need an FTP program to transfer teh image files there. Once you are connected with FTP, you can navagate from
'wordpress' to
'wordpress/wp-content', then to
'wordpress/wp-content/themes' then to
'wordpress/wp-content/themes/atahualpa' then to
'wordpress/wp-content/themes/atahualpa/images' then to
'wordpress/wp-content/themes/atahualpa/images/header'
and you will find the images there

Thanks. I found it about 5 minutes after I asked the question!