The header images can be found in the folder: /templates/ja_rochea/images/headers/
They are simple images, linked in CSS code, as shown below.
As to changing them to do something else, you might be able to do it somehow if you edited the HTML text but I am not sure what you are looking for (and I possibly don’t have the skill to do so either).
element.style {
background-attachment:scroll;
background-color:transparent;
background-image:url(http://template.joomlart.com/ja_rochea/templates/ja_rochea/images/headers/sh01-bg1.jpg);
background-position:left bottom;
background-repeat:no-repeat;
You could always stick a gif in there (by changing the file name and extension).