Back up target

Hi, I'm new to Paragon + simply don't understand it! I previously backed up all my files to Bullguard. It was easy. I just chose what to back up + Bullguard sent it to its own online drive. Then Bullguard announced it was de-commissioning its online drive + suggested Paragon Back up + Recovery as a replacement.
But now when I try to back up anything Paragon is asking me for a target, but then gives several options that don't seem to include Paragon online drive!
I'm totally lost now. I've tried the manual but it's making no sense. Can someone please help me? I do hope I haven't bought something without an online drive!
If so, what are my options now?
Thanks, Starsister