In your WordPress Admin area go to Appearance > Customize.

In the Customizer go to Header Area > Header Media. In WordPress versions below 4.7 this section is named Header Image.

Click on “Add new image” and choose an image from the Media Library or upload a new one.

If your WordPress version is 4.7 or above you can add a video to your header.
Click on “Select video” and choose a video file (.mp4) from the media Library or upload a new one.
You can also add a YouTube video just typing its url.

If you need more backgrounds settings for your site get Brand Premium plugin