Yes SafePoint generally backsup the entire drive. Without using SSH, which may void the WD My Cloud warranty, one will probably have to use a backup software program on a computer to copy the specific folders/files to another location or storage device.
Activating SSH on the WD My Cloud may give you the option to backup certain files/folders to other locations from the WD My Cloud, or to modify the “exclusions” list for SafePoint so it excludes the files/folders you don’t want backed up. There are potential issues when using SSH or when modifying and using the SafePoint exclusions file. See the following link for one possible way to use SSH to backup certain shares on the WD My Cloud (to a USB drive).
