Uploading image for header

I apologize in advance because I know this must be really simple (and it’s all the more frustrating because I have basic web mainenance experience), but where do I go to upload a new header image?

The only place I can find to upload any image is in the WP Write a Post section, but that seems to be only for inserting pics in a post. All the WP docs and support threads I’ve read on this just say “upload the image to X directory” but how do I get there? I get the bit about making it easy on myself by changing my image name to match the default Kubrick image name so mine just replaces the default but where do I go to upload my img in the first place? I’m going nuts because I know this must be simple but I can’t find it.

I’d be really grateful for anyone’s help to walk me through it from the WP dashboard.