What is the LED showing?
What are the Ethernet port LEDs showing?
What operating system are you running on the MacBook (be precise, please)?
What router are you using?
Does your router control interface show the MyCloud as a connected device? Has it allocated an IP address to it?
Can you access the Dashboard using the IP address allocated to it by your router?
When you say ‘the manual’, I’m assuming you’ve downloaded the user manual from the WD website? Note that there are two versions, depending on which device you’ve got. If it’s a recent purchase (and it came in a box that wasn’t an almost perfect cube), then it is likely to be a Gen2 model, and you’ll need 4779-705147.pdf.
Once you have managed to access your device on your network, you can do all the setup via the Dashboard. See ‘Getting Started Using the Dashboard’ in the User Manual.
