Access via Mac Finder (smb) not possible

Hi everyone,
I just got me a My Cloud Ex2 Ultra and now I want to access it in the Finder - but it won’t let me. No matter if I try via smb or via ftp, it always says, it can’t connect, I had to contact my system administrator, that is me, by the way. This problem however only occurs, if I want to connect a Volume that is not public. On my iPhone it I have the same problem only it says, I had to authenticate.
Where is the Problem? How can I solve this? Can this have anything to do with the fact, that I’m backing up my MacBook via TimeMachine at the same time? It’s beginning to drive me up the wall…
Best regards
Max