Headers are the banner photos that go across the top of some themes. This site has a header. To change the header, go to Appearance- header. Upload/choose a photo from your media library. You’ll likely be asked to crop the photo; it’s advisable to keep the crop ratio already set for you or to alter it only slightly.
Background varies from theme to theme. Some themes cater more towards a photo as a background, and others just a constant color. Experiment around with each and see what you like.
Check out some free background images on this website, or you can preform a Google search (answers about finding and citing pictures here).