I have a Western Digital My Book that is attached to my router. It regularly backs up items from my older Mac.
I want to do the same for my new MacBook Pro but don't know where to begin,
Do I use Bonjour to find my external backup drive?
Welcome to the Apple Support Communities. The external hard drive is it part of a networked attached storage; it would just show up on the side bar of Finder.
Mac Basics: The Finder
It would show up in spot number 8
Retrieving data ...