Love The Theme-But I am LOST on changing the header! help!

This is my first time using WP on my own host and well, before I create a lot of damage, I thought I'd ask for some help.

I finally found the theme I like--the atahulpa, but I need to change the header image to go along with with my site which is adult-oriented, not pretty flower oriented. I read the instructions, etc and I'm just going blank...

So it says
All header images are located in /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 di


My question is
a)how the hell do I get to that folder to change the image
b)can't I just host my own header and plug it in the code, but if so where.

Such the newb, I know.
All help will be greatly appreciated.
I'm not posting the url of the site because it is an adult site.

Thanks.