This should not be this hard. There are probably hundreds of comments online from others trying to do this. One common solution is to download and install something called WD Discovery. I’ve been trying for 3 days. It downloads, tries to install for a few minutes, and then says, “Installation Failed We are experiencing issues. Please try again later.” Not helpful. I need to connect this device, load a ton of DVDs and start the Plex server. That’s why I bought it.
Download the full installation would be more productive. Plex can be set up without WD Discovery on Win10 - go to the web app, sign in and ‘Do More’ menu option. WDD is mainly for mounting the two MCH file systems on the desktop.