After you go to Themes > Customize > Homepage > Header > In the Logo Image, you should click Select Image > Upload from your device or select from available images in the library.
By the way, Do you know how to make the slideshow image clickable? I saw all tutorials and comments from the shopify community about modification of the liquid file, it works fine for the Debut theme. But when I tried to apply the same thing on Craft theme, seems the coding and liquid is far different from the Debut one and nothing settled.
Shopify has a step-by-step tutorial to create a clickable slideshow for your Shopify theme - Tutorial: Making Your Slideshow Clickable.
It seems that they haven’t had the guide for the Craft theme specifically.
But the Shopify Theme Support team can assist you with this. Please visit Shopify Help Center and log into your account to create a support request.
Otherwise, you can consider using a slideshow with a button. Using the outline button style and removing the container might look better.