Windows backup - why can't I see any files?

If you choose to use Windows backup, you will be prompted to set it up to make backups to another partition, preferably a removable disk.

Once you have made a backup, you will notice that the free space on this device has gone down, but there don't appear to be any files there! The backups are all hidden within a single object on the disk, which will bear the name of your computer. You can spot this object easily, as its icon will be a Windows backup icon - a picture of a disk with a green arrow next to it.

If you double-click on this object to attempt to open it, it will start trying to do a Windows restore...but you can see what is within it by right-clicking, and then selecting "Open in new window".