How to set header background image?

You can set global header background image under Appearance / Customize / Header with Header Background Image option.

You can override this image for Knowledge Base pages under Appearance / Customize / Knowledge Base with Header Background Image option and for FAQ pages under Appearance / Customize / FAQ  with Header Background Image option.

Also, if you set up a Featured Image for a regular page, it will be used as a header background for that specific page.