You cannot search using the WD My Cloud Desktop software (at least on Windows) or when using the MyCloud.com web portal. Its a common complaint. Feel free to voice your complaints over in the Cloud Ideas section…
https://community.wd.com/t/search-functionality-in-mycloud-desktop/151973
Some other requests for the search feature in the Cloud Ideas section:
https://community.wd.com/t/wd-my-cloud-needs-search-bar/97252
https://community.wd.com/t/a-search-function-for-the-wd-my-cloud-desktop-app-for-mac/97245
https://community.wd.com/t/search-feature-in-mycloud-desktop-app/97126
https://community.wd.com/t/search-toolbar-in-wd-mycloud/97171
