FTP is mainly used for file transfers only. Same with the WD Desktop App as its mainly used to transfer files remotely. Your best bet would be to use a media player (i.e. VLC, MPC-HC) and open as network file. Here’s how I have mines setup:
- DNS (theres a few free ones) unless you remember your external IP
- Setup a custom port for remote access on the WD My Cloud and forward that port on your router
- When I need to access to the My Cloud, I just open up a media client and go to the url: [http://www.[whateverdns.com]:portnumber]
I believe VLC can open the link using FTP or HTTP