I have an images directory at my root ( /www/img/ ) that I upload images to that are unrelated to Threads. Using FTP, go to your /www/ or /public_html/ root directory and if there is no images directory there, create one (call it whatever you want, usually images or img), then upload the image file there and link to it in Display Options » Default Header.
The most basic code would be:
<div align="left">
<img src="/img/YOURIMAGE.gif" width="" height="" alt="">
</div>
If you have no knowledge of HTML, you can learn some of the basics
here or other places on the web...