TimeMachine Backup Folder

Mac Catalina Time Machine has created a “TimeMachineBackup” folder on my WD Home Duo. I no longer want to use Time Machine but no matter what I try I am unable to delete this folder from my Home Duo. There does not appear to be an option within Time Machine, Disk Utility or anywhere else that I can finds to delete it. I am also unable to delete it manually.

Any assistance would be greatly appreciated.

Thank you.