If you look at the Greyzed homepage you’ll see that it is a theme which is no longer under active development. I wouldn’t recommend this as you might not be able to get the most out of your WordPress site if your theme is out of date.
That being said, if you don’t have the option to add a header image in the Appearance tab in your Admin section, then you would probably create a Child Theme for Greyzed and use a functions.php file or edit the themes header.php. This can be complicated for a first timer, so it might be a good idea to grab a theme with custom header image support.