This notification indicates that the drive you selected to use to save your File History to is disconnected, and is wanting you to connect it so it can continue saving your File History to.
You can stop this message by either connecting the selected drive, select a different drive that is connected, or turn off File History.
Thank you Brink .. I have turned the setting to off, and will see how it goes
That is what I use and once a week I reconnect my drive to File History and update it all