Hi Whitney,
Thanks for reaching out and thanks for using the Pavilion WordPress theme.
To locate you header widgets try navigating to a normal “Page” (not a post are archive page) select the customizer there. Visit the Widgets section of the customizer and the widget areas the header should be titled “Above Primary Navigation” and “Right Below Primary Navigation”.
Just below that you should see a button titled “Header Widgets” where you can select the number of widget areas you wish to display in your header and add custom HTML.
If you want to change the menu itself this can be done from the “Menus” section of the WordPress customizer.
I hope this helps Whitney, please let us know if you have more questions for us!