When I try to set up my cloud acess for iphone I get an error message 250006 when I enter my email and password - saying that I am not connected to the internet when fact I am connected to the internet
Try using the access codes instead of the email and password. That is one way around setting it up.
You may also consider a factory restore(erases setting but keeps content). As many of the users on here will note a factory restore should be one of the first thing a new Mycloud user does since the devices have some major flaws in them. I can say that my 4tb Mycloud worked a lot better after I did this.
In the dashboard under Settings, General tab do you have Cloud Access turned on?
I agree with the prior reply that using a code is very easy. I had problems trying the other way too, email and password.