error while online Backup in Windows & SQL Database

Executed as user: NT AUTHORITY\SYSTEM. DBCC execution completed.

If DBCC printed error messages, contact your system administrator. [SQLSTATE 01000]

(Message 2528) Cannot open backup device 'R3DUMP0'. Device error or device off-line.

See the SQL Server error log for more details. [SQLSTATE 42000] (Error 3201)

BACKUP DATABASE is terminating abnormally. [SQLSTATE 42000] (Error 3013).

The step failed.

How to find backup device 'R3DUMP0'.

how to Take backup on local HDD.