Hi,
To change the header styles you need to select the transparent header style first.
goto
wp-admin -> Appearance -> Customize -> Header -> Header style -> transparent.
1) Now you'll get an option in the courses to choose the title background image, so you can add different background images for different courses.
Goto wp-admin-> lms -> all courses -> edit course > title background image > set the image.
Refer:
https://prnt.sc/k1jith
2) if you want the same background images for all courses or pages..then follow this Please go to
wp-admin-> wplms-> header-> upload title background image, and it will change default title background image on your all pages.
**
header style should be transparent as i told you earlier.
Refer:
http://prntscr.com/ldfa9c
Please feel free to contact me if you need any further information.