You should read the My Cloud User Manual (English version: http://www.wdc.com/wdproducts/library/UM/ENG/4779-705147.pdf) if you haven’t done so already. It explains how to enable FTP on the My Cloud.
Please note that FTP is NOT a secure protocol. One’s FTP login information is generally sent in the clear as is any data that is transferred between the FTP client and FTP server within the My Cloud.
In addition to enabling the FTP option with the My Cloud Dashboard one also typically has to enable and configure port forwarding (port 21 for FTP) within the router/gateway so the FTP traffic is passed to the My Cloud.
Note that FTP is generally used for uploading/downloading files/data not “streaming” media. There are several WD software and apps that will allow for remote media streaming of certain media content. Those programs include; WD My Cloud Desktop for Windows, WD My Cloud Desktop for Macintosh, WD My Cloud app for iOS, WD My Cloud app for Android, and WD Photos for Android. One can also access the My Cloud remotely using the MyCloud.com web portal to access their media.
It is possible to configure the My Cloud for SFTP access but that involves using SSH and potentially editing one or more firmware files within the My Cloud using SSH. It also involves port forwarding port 22 within the router/gateway to the My Cloud. See the following post for general steps on how to configure SFTP.