If BOTH the Windows 10 computer and the My Cloud are on the same local network there is no need to use the My Cloud Desktop software. One can use Windows File Explorer to directly access the My Cloud on the local network. One should also “map” the My Cloud to their Windows 10 computer to make it even easier to access My Cloud content. See the My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25), Chapter 3 Getting Started, Mapping the Public Folder (Windows) for basic directions on how to map the My Cloud, or see the following WD Support document for more information on how to map a drive:
As indicated previously one can use the Windows Media Player program if it is installed on Windows 10 to access the My Cloud via DLNA to stream content.
One shouldn’t need to download the entire media file prior to playing it when they use the map drive option or the Windows Media Player option.