When you load up a WordPress blog, you appear to be loading a single HTML file, but in fact WordPress ... any other part of your site, such as a header image, load dynamically as well -- perhaps ...

The HTML Email Config content type can be used to set up a custom header image, display the publication date and a link to your site, add a custom subheader, and configure privacy policy, unsubscribe, ...

If you are using the Picture Window template, your blog does not automatically display an image header, even if you upload one to the Header section. You must edit the blog HTML to add your own ...