The original JA Purity template was provided from JoomlArt.com as a zip but the latest files have been installed along with Joomla.
The relevant files, header1.jpg, header2.jpg and header3.jpg, are in the following directory:
templates/ja_purity images/ header/ header1.jpg header2.jpg header3.jpg
If you've been following the tutorial you can download a tutorial version of the template that installs to the following directory:
templates/my_japurity images/ header/ header1.jpg header2.jpg header3.jpg
If you decide later to change the size of the header area then you'll want to change the size of your images to match.