Can't connect to my My Cloud localy

I am not able to connect to my cloud locally. I am on the same network I get the option to connect but it askes for a user and PW but I have not set one up and there are none in the drop down. How do I get connected to it.

The My Cloud Desktop app is no longer supported, if that is what you are using. It has been End of Life since 2016. For local network access one can use Windows File Explorer or Mac Finder. See the following links for more information.