How to insert my menu image into a themed blog?

Hi everybody,

I’m new to the WordPress, so please help me out here.

I have designed a website, and installed a wordpress blog via bluehost.
I’ve successfully changed the header and now have to insert the web sites menu to the theme’s code. I have inserted the text content (home, about, etc), but have no idea how to insert the bar image it supposed to be displayed on. Also, I have images of fb, tweeter etc icons that should be displayed on the menu bar. Where do I put images for my blog, so the header section would look exactly like other pages on my site?

Thank you!