While Time Machine in macOS 10.15 Catalina still can’t back up to a directly connected APFS-formatted drive—only to one formatted with the older HFS+ filesystem—you can back up over a network to most volumes that can be shared, including other Macs.
There’s a semi-hidden feature in the Sharing preference pane that you can set up:
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On the destination Mac, open the Sharing preference pane.
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Click File Sharing Service, or check its box if it’s not already turned on.
