I see it's been a couple of weeks, but if you're still wondering about this, here is what I do for mine whenever the headers are background images, rather than inline images:
The following goes in the <head> section of header.php, below the inclusion of your stylesheet.
$dynamic_header_url = dh_get_page_image_url();
background-image: url(<?php echo WP_CONTENT_URL; ?>/header-images/<?php echo $dynamic_header_url;?>);
There's some indication of this method under "Option 2" on this page, but you have to know what to do with the image URL after you retrieve it, which, in cases like these, is to assign it as the background image with the appropriate CSS.
$dynamic_header_URL is supposed to return the full path of the image, but for me it always just returns the filename, hence the
<?php echo WP_CONTENT_URL; ?>/header-images/. If that doesn't work for you, it may be returning the full URL, so you might try removing that part.