Which My Cloud model do you have? Officially the single bay My Cloud models do not support third party modules/apps. Only the multi bay My Cloud models support third party modules/apps. Per the link you included in your post:
The My Passport, My Book, and My Cloud (Single-Bay) drives allow users to backup their data to an existing Dropbox account using WD SmartWare Pro, WD Backup. The My Cloud Dropbox App (Available on the multi-bay My Cloud drives) allows a user to sign-in to their Dropbox account and synchronize the data stored between the drive and Dropbox storage.
Unofficially one can enable/add third party modules/apps to the second generation v2.x firmware single bay My Cloud model. See the following discussion for more information:
http://community.wd.com/t/wd-mycloud-gen2-enable-apps-install-tab-apps/177885/