Steps for mapping a My Cloud in Windows are explained here:
https://support.wdc.com/knowledgebase/answer.aspx?ID=2676
If the My Cloud is not even showing up in Windows File Explorer then you should see the following link and in particular look at Windows Specific Methods 1 through 5.
https://community.wd.com/t/compilation-of-windows-10-methods-steps-and-solutions/142576