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.
If you do change the size of the header images you'll need to update one more file, header-mask.png, in each of the color styles. These files are located in the following directory:
templates/ja_purity images/ header-mask.png styles/ header/ blue/ header-mask.png green/ header-mask.png
If you're following the tutorial version the directory starts in:
All you need to do is change the size of the file to match the width and height of your header images.