You can change the default header image in the admin area at:
Sermons > Sermon Settings
That will set the default for all sermons. Also on this page you can set the default sermon image, rename all of the media buttons, activate the sermon filter by bar, activate the sermon sidebar and a few other things here.
You can also set a custom header image for individual sermons. To do this click sermons in the admin area then click on the sermon title. Scroll to the bottom and you’ll see custom page header. Add an image there then click the update button and the header image will show on that sermon.