How do I find the header image file?

I am using Atahualpa 3.4.1

I want to see the images available for my header, and probably add one of my own to use. The directions for header images reads:

All header images are located in /blog/wp-content/themes/atahualpa/images/header/. All images in that directory will be rotated. If you don't want rotating header images, leave only one image in that directory.

When I copy and paste /blog/wp-content/themes/atahualpa/images/header/
after my blog name in the search bar, it gives me a message that access is denied.

What am I doing wrong?

Thanks.