Officially one cannot remotely map or remotely connect to their My Cloud using Windows File Explorer. WD removed that capability almost a year ago. Not sure where in the My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) they indicated you could.
To access a My Cloud remotely one can use the MyCloud.com web portal, the WD My Cloud Desktop program, the My Cloud for iOS/Android mobile apps, or use FTP.
Unofficially, and absolutely NOT supported by WD, those with version 4.x firmware My Cloud’s can remote map in Windows File Explorer their My Cloud using the unofficial CloudDAVMod detailed in the following thread:
https://community.wd.com/t/app-clouddavmod-v1-0-for-firmware-v4-05-2016/161543
