Finder indicates unknown remote disc connection.

Use the CD or DVD drive from another computer with your Mac - Apple Support

If you do not wish to see it in your MacBook Air's Finder Sidebar, position your cursor to the right of "Devices". A previously unseen "Hide" will appear. Select it.

It isn't anywhere. Just listed in the sidebar for access to a Remote Disc server. It is used to access a CD or DVD on a Mac with an optical drive from a newer Mac without one. See DVD or CD sharing- Using Remote Disc or Remote Disc, Migration, or Remote Install Mac OS X and wireless 802.11n networks. You can also read more in Use the CD or DVD drive from another computer with your Mac.

John's suggestion to hide the Devices section works, but it also hides all other devices should there be more than just this one.