Normally, hedar images are restricted to being the same image for the entire site. You can upload a number of different images for selection (or make them appear randomly), but WordPress doesn’t have the ability to assign a different header image for specific pages.
Using different header images for each page
You can extend the functionality of the header images and use different ones in each page, post, or category by installing the WP Display Header plugin. Upon installing this plugin, you may upload additional header images and select the preferred one in each page.
You add all the header images you want to use through the Appearance > Customize > General Theme Options > Header image > Add new image > Save. And then edit the page, post, etc where you want a different header and scroll down to header and select one of the images you just uploaded.
This plugin can be used in any kind of post, as well as taxonomies.