I've uploaded the theme to my site but when I want to change the header to my own, I can't seem to locate the place where it's stored. When I click on header, I don't see any images that are already installed in the theme.

Please help me. I am a beginner when it comes to CSS and HTML. Thanks

The header images are in /wp-content/themes/atahualpa/images/header/

atahualpa may be atahualpa332 or similar for you

Oh ok. Thanks a lot. I didn't know I had to go to my hosting, which is godaddy. Another question, how do I make the header image wider? Thanks.

The visible portion of the header image will adjust itself to the width of the layout, which you can change at Theme Options -> Layout -> Layout WIDTH and type (FLUID or FIXED)