This topic seems to come up a lot for some reason. The Play cannot read network shares, only local media or streaming video from Media Servers (DLNA). It’s not going to see you NAS unless you have it setup as a DLNA steaming media server.
Check out the post below yours
WD TV PLAY cannot find any shared network content
If you want to access your NAS via a SAMBA share on a WD device, look into the LiveHub or the Live SMP
Sorry to say, but worth checking out the specs prior to purchase. It’ll make you life a lot easier
Good Luck
-P