You’re using backup software, it take it? WD Sync, perhaps, that the WD Setup program encouraged you to install? That’s the problem. It is designed to make a replica of the current state of data on a disk; it will add files to the backup when you add files to the master, and delete files from the backup when you delete files from the master.
If what you want to do is simply transfer files from PC to MyCloud, then don’t use the backup tool; simply move the files from the PC to the MyCloud.
The easiest way to do this is to map the mycloud into your computer’s file system, and use your file manager to move the files.
Note that moving files like this is not what would normally be called ‘backup’. Backup is taking a copy of files to prevent data loss in the event of a drive failure. If you simply move your files to the MyCloud, your MyCloud will become the primary, or master data store, and you will not have a backup; you would be vulnerable to data loss in the event of a failure of the MyCloud drive. All drives can fail, at any time.
As for whether the MyCloud is the right thing for you, it’s probably easiest if you ask yourself these questions:
Do you need an always-on file server, accessible by a number of computers, tablets, phones, on your network?
Do you need an always-on media server, accessible to media players on your network?
Do you need remote access to your data, without carrying a disk with you?
If the answer to any of these questions is ‘yes’, then the MyCloud is probably suitable for your needs.
If the answer to all of them is ‘no’, then you may be better off with a simple USB HDD.