Can I use my home internet connection when I'm abroad? VPN?

I wan’t to be able to access websites which can only be accessed from my home country. Is it possible to set up WD My Cloud Mirror Gen. 2 as a VPN server and tunnel the traffic through it when I’m traveling abroad? Thanks in advance!

No, not with the MCM. All you can do is remote connect to it for file access.

But you can do what you want quite cheaply using a raspberry Pi and OpenVPN.