Before adding this widget, you Install and Activate Image Widget plugin (as recommended by my theme notice box).
Go to Appearance > Widgets and find “3 Featured Images header” tab.
Find “Image Widget” widget and drag or put it under “3 Featured Images header“, add only 3 widgets, so it will look like this image bellow :
After you add the widget, click the widget (click the triangle), upload Image
Fill in the following input boxes :
Repeat for the rest of other widgets.
Please note : These 3 images widget only appear on Front page and make sure to choose “Latest blog posts” as your Front page display setting (in Settings > Reading).