Time Machine was never set up I can't find a disk to back up Time Machine files. According to this I need an external HD.  I have imac 10.6.8.  Various directions seem to say I can find a disc on my computer except I get no prompt for that.  By the date, Airport, and Time Machine etc,I clicked on "Browse other Time Machine disc, and underneath "Open Time Machine preferences". 

This contains Time Machine backup disk but it is empty.
Your iMac has only a single disk in it, and that is the one you will be backing up. You cannot use the same disk to back up to. You need to get an external device to hold the backup data: either an external disk (that connects to your iMac via USB, FireWire, or Thunderbolt), or an Apple Time Capsule appliance (which also acts as a wireless network router). Once you have one of these, and it is connected to your iMac, you should be able to select System Preferences -> Time Machine pane, after you switch Time Machine on.