If using the WP Custom Header feature (under the Appearance menu group in the admin), this will not require a widget but only shows on the front page. However, with the widget (ie: the Advanced text widget), you can install sliders or upload images to your media library and then insert an image into this widget. However, if you want the same kind of slider that the live demo site is using, you will need the Widgetkit plugin and then this has it’s own widget you can use and publish to the Showcase widget position. The widgetkit can be downloaded here: http://www.yootheme.com/widgetkit and then there is a tutorial for using this in the theme is here: https://www.styledthemes.com/preference-theme-setup/65-setup-a-slider-like-the-demo-website-for-preference
But…if you just want a single image to show throughout your page, you just need the Advanced Text Widget, publish this to the Showcase or Banner widget position, and then use basic method of adding a photo into the text area of that widget.