SQL Server: Determine backup location from physical_device_name field

I am working on a SQL Server database and ran the following command to figure out where the database is backing up to:

SELECT TOP 1 M.physical_device_name
FROM msdb..backupset S
JOIN msdb..backupmediafamily M ON M.media_set_id=S.media_set_id
WHERE S.database_name = 'MyDB'

The physical_device_name says: HTSQLServerMyDB

I don’t see any maintenance plans or jobs that I can figure out that do this backup. I am trying to figure out where it is doing this backup. If I go into Server Objects then Backup Devices it is empty.
How can I determine where are my backups?

I am running SQL Server 2016 (13.0.4001.0).