It is something one has to manually install on the single bay My Clouds and it is not supported by WD and doing so one may void their My Cloud warrantee.
http://community.wd.com/t/app-minidlna-original-patched-for-firmware-v4-10-2015/94354
http://community.wd.com/t/wd-mycloud-gen2-chroot-transmission-and-minidlna/148686
http://community.wd.com/t/guide-install-minidlna-on-wd-my-cloud-firmware-series-3/93105
