I've just checked this out as follows:
1. Created a test B2D folder on my backup server.
2. Created a test GFS policy (I kept the standard options), with Incremental as my Daily job.
3. With every option in the GFS (Monthly, Weekly, Daily), the destination device was the test B2D folder I created.
4. Ran a test of the Daily and Weekly. Both will go to that folder.
Hope this helps. As long as you select the same folder to backup too, there is no reason for your backups to go anywhere else. Simply put, that is their target. From there you can run another job to duplicate your full Daily backup to tape.
PS: I took a look. It appears as if your Incremental job will attach itself to the initial *.bkf file created with your first full backup. So it's going to have 1 file that you can send to disk whenever you want, but allow you to restore from that according to your policy (Incremental, Full etc). Don't forget to duplicate your job to tape though, you might run into problems if you don't, and you want to restore. You need to double-check that your data will restore this way.