To put it simply, the 2019 Evoque did not include an auxiliary battery because they were discontinued in late 2015.
Your primary battery under the hood is the source of the warning; before you attempt to charge it, though, you should check the date stamp; if it's more than five years old, the battery is likely dead and won't hold a charge even when parked for long periods or on short trips.
The Evoque battery requires a constant 12.7 volts to power all the systems in the background, even when the car is parked and locked. If the voltage drops below that, low battery warnings will be displayed.