How to get back up file off screen when using time capsule

After I back up files using the time capsule, it goes into a folder on my main screen. If I delete this folder, my time capsule cannot "mount" and thus does not work. However, it also won't let me drag and drop it into the HD, otherwise it just forms an alias in the HD.

How can I get rid of this file folder or hide it?

Thanks in advance.

right click > eject

No! See, when I do that, then I get the error that my time capsule cannot mount. I try to click the file in my HD and it tells me it cannot find the alias file. It's like it NEEDS that file on my computer I cannot eject it.

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