DPM creates the temporary folder in the same location as the SQL database log file. The temporary folder name is 'DPM_SQL_PROTECT'. ...

DPM creates the temporary folder in the same location as the SQL database log file. The temporary folder name is 'DPM_SQL_PROTECT'. 
DPM has not yet configured the temporary folder on %ServerName;. In the Protection task area, create a recovery point for this database.