Am I thick? I can't see the MyCloud drive as a drive in my list of drives

I am using a PC running Windows 10. When I look at the drives I see my C: drive and my DVD drive, but no MyCloud drive. Do I need to install software to see it?

Facts: I can navigate to the drive in Firefox both through http://wdmycloud.local/ and through http://www.mycloud.com/. I can login from both.
On a different machine, - an iMac, I can see the Mycloud device as one of the drives.
Both PC anWDMycloud drive are connected to the same network i.e. the same wifi.

I have lost my WD MyCloud instructions

The C and D drives are seen through File Explorer since they are local drives . Since the My Cloud is a network drive, you need to look under the network icon further down in the browser options. On the Mac the My Cloud would be under “Shared” in Finder.
You can download or view the user manual from the Support site.

Just click on your model of My Cloud and you can get software or user manuals.
Another thing to check is to make sure your network is set to private and not public. You can check the setting under the “Network and Sharing center” in Windows 10.