Access EX4100 via VPN

Can anyone point to very basic step-by-step instructions for novice to access EX4100 via VPN or similar firmware? I am learning as I go and have no previous knowledge. I got stuck when I looked at the mapped network drive on our LAN and didn’t see a share to network option. I was using built in windows VPN, but am open to upgrading our router to include firmware like OpenVPN

Currently, we are accessing folders on My Cloud, downloading to our hard drives and then uploading back to My Cloud. We really need to access our LAN virtually so that we can have all of our files accessible for immediate use. We have been using My Cloud for a year and it is not sufficient for our remote needs due to long upload/download times.
I am open to other solutions. TIA.

You may want to see the dedicated OS5 EX Series subforum where people more familar with your device may be able to assist.

OS5 My Cloud EX Series
https://community.wd.com/c/os5/my-cloud-ex-series/255

Generally to use VPN to access a remote network (containing a NAS device like the My Cloud) one would need to setup a VPN Server on that remote network. Then use a VPN client to access that VPN server. Some consumer routers include a VPN Server option. Or one can setup their own VPN Server using software like OpenVPN or similar.

There are plenty of “how-to” guides out there on how to setup a VPN Server that one can find using their favorite internet search engine. For example: