Setting up a Local Storage

To create an On-Premises local storage, there are two ways to do it: 

It can be created from the On-Premises Storage wizard:  -> Data. 

It can be created from the On-Premises Storage section:  -> Data -> On-Premises Storage -> On-Premises -> +.

You can then follow the instructions in the wizard. 

Make sure to select the Local option for the Mount Type.