no, not the header.php file.
here's what i do:
upload your header image on your ftp site into the folder
where 'THEME' is the directory of whatever theme you're using [e.g. kubrick].
you should also see the default header image in this folder
then, go to your dashboard and then Presentation > theme editor > style.css
find the section that defines the header. mine looks like this:
background-repeat: no repeat;
margin: 10px 10px 10px 0px;
as you can see the background image points to your images folder. just replace IMAGE with the name of your header image, then save the changes.
that should do it.
make sure that your header has the same pixel size as the default header to avoid "misalignment".