Hello,

You can use the  UltraWebGrid1.Columns[0].Header.Image.Url and set url of image.  Please take a look  at the sample code below:

  protected void Button1_Click(object sender, EventArgs e)
    {
        UltraWebGrid1.Columns[0].Header.Image.Url = "http://news.infragistics.com/Themes/infragistics/images/status_NotAnswered.gif";
    }

Hope this helps.