You can only add My Cloud Mirror to Plex. It would be nice to add My Cloud to Plex so I can watch my movies. In addition, it would also be cool if you could connect My cloud to My Cloud Mirror to expand your available hard drive space, which would allow both drives to function together. Therefore, Plex would see all your movies whether its on My Cloud or My Cloud Mirror. Plex would see them as one drive as your entire movie library.
If you are asking for new features, then feel free to suggest them in the Cloud Ideas subforum.
If you are asking how to add Plex to a single bay My Cloud like one can do with the more expensive multi bay My Cloud units then the answer is that officially it is not possible. The single bay My Cloud units do not officially support adding in third party modules like the more expensive My Cloud models do. Unofficially, and absolutely not supported by WD, it might be possible to add Plex to a single bay My Cloud, but because of the low powered processor used on some My Cloud models certain Plex features, like transcoding, may not operate properly if at all. See the following post for more information on trying to install Plex to a single bay My Cloud model:
If you are asking how to connect a Plex media server being hosted on another device/computer to the My Cloud, then one would mount the My Cloud as a network resource within Plex. See the following Plex support document for more information: https://support.plex.tv/hc/en-us/articles/201122318-Mounting-Network-Resources