i did create shares, and they should be protected with their own account(only that account has access to that map) so i dont get why i dont have to use a password when i connect to it via the network when i dont have any software installed from wd cloud
The My Cloud software has nothing to do with it. Credentials are managed by the drive itself, not any software running on the PC.
If you aren’t being challenged for a user-id / password when accessing the share, then one of two things must be true:
1- The share is still set to public (which is the default).
2- The share is set Private and the User/Password match what you’ve set in Windows.