WordPress Version 4.1 removed this custom header screen and the link of Appearance > Header menu was directed to the Header Image section in the Theme Customizer.
Refer the Customize Screen for more detail information about Customizer.
Appearance → Header
Prior to WordPress Version 4.1, in the Appearance Header Screen, if allowed by your current theme, you can customize the header of your theme by uploading and configuring an image.
Once you add an image you will get some more options:
Uploaded Images
Select from images that you have already uploaded to the header screen.
Remove Image
Click the Remove Header Image button to remove the header image. You will not be able to restore any customizations.
Header Text
You can also make changes to your header text:
remove the header text
change the header text colour.
Crop Header Image
The Crop Header Image feature allows you to select an area of an image and then delete all but that selected area. When initially displayed, WordPress shows that maximum sized crop area in a lighter shade as represented by the northern third of the US States map in this example. When using a theme such as the WordPress Twenty Seventeen theme the header image is expected to be 960 × 250 pixels so that is the size of the selected area shown. You can click, hold, and drag the lighter crop selection area and down (or up) the image to the desired point. Also, you can click one of the eight crop resizer boxes (little square box on each corner and each side) to move the crop selection area.
Crop and Publish
Click this button and the cropped area of the image is saved as the header image. At this point the image is displayed and the preview section a message saying Header updated. Visit your site to see how it looks. displays with a link to view your site.
Save Changes
Click the Save Changes button to ensure any changes you have made are saved. Once you click the button, a confirmation text box will appear at the top of the page telling you your Header has been saved.
Related
For system administrators, theme developers: Custom Headers