WD apparently didn’t fix that support document. WD dropped the ability to remote map the My Cloud using Windows File Explorer almost a year ago when they introduced the “OS 3” firmware.
The assumption is they dropped this feature due to possible security issues. When WD revamped the WD2Go.com website and relaunched it as MyCloud.com the feature was removed. MANY have complained since then about this feature being removed. WD has indicated per the link below they have no plans to reintroduce it.
https://community.wd.com/t/re-enable-remote-drive-mapping-through-mycloud-com/134944
