header.php is found when you login to WordPress, then go to Appearance the Editor. At the right hand side you will see a list of pages in your theme and header.php will be there.
Click on that and you will see the code.
If you're going to make changes to this file first of all copy and paste all the code in the window (you'll know what window when follow the instructions above), into a text document and save it so you have a back up.
You should also have FTP access to the site if you're going to make changes to that file in case it goes horribly wrong.
In saying all that, why don't you give us your web address so we can see the site and some more information about what you're trying to achieve