Hi there,
There are a few things going on there.
1. The navigation is the header: https://docs.generatepress.com/article/navigation-as-a-header/
2. The sticky navigation is turned on: https://docs.generatepress.com/article/sticky-navigation/
That’s the header part of it.
Now, to get it on top of a big background image, you’d need to create a Header Element: https://docs.generatepress.com/article/header-element-overview/
The Page Hero is the section with your section content and background image.
To “merge” it with the header, so the header is transparent on top of it, you would go to “Site Header” tab and choose to merge it.
Let me know if this is enough to get you started or not. We’re happy to help along the way if you get stuck 🙂