'retrieve' backup files on new macbook pro

I recently had my old macbook pro stolen from a home burglarty but luckily they didn’t take my WD MyBook for Mac backup.  I’m trying to ‘retrieve’ files on my new macbook pro but no destination in the ‘Backed Up Volumes’  comes up under the ‘Retrieve’ tab.  So I went into the ‘Settings’ tab and looked at ‘Set Up Drive’ but I’m scared to go ahead with this in case it deletes my files on the backup because one of the tabs there has ‘Drive Erase’.  What should I do?

Follow the link below to review the steps to retrieve the files. You can also access the my book manually and open the smartware.swstor folder.

http://wdc.custhelp.com/app/answers/detail/a_id/3829/session/L3RpbWUvMTM0NDgwMDUxOC9zaWQvUjRQMTh4M2w%3D

It would work if the Destnation came up but that is the problem, there is no Destnation showing up.