Create a Page named The Headers. Then upload header images (media files) to the the page. The page may have a visibility of private. All images displayed on the page will be parsed, those attached to the page and those added via image blocks.
Once the custom header images are loaded, just go to
Appearance > Header or
Customize > Header Image and select
Randomize suggested headers.
The plugin will display an error notice if there is not a page titled, The Headers.
Thanks to Andrijana Nikolic at Web Hosting Geeks for translation help.