Here is an example of the official third party apps that some (or all) of the more expensive multi bay My Cloud units support: http://setup.wd2go.com/?mod=faqs&device=mcm&faq=thirdParty
Unofficially, those who have the newer version single bay My Cloud that runs the v2.x firmware, can use SSH to modify the firmware to allow for the installation of certain third party apps.
https://community.wd.com/t/wd-mycloud-gen2-enable-apps-install-tab-apps/177885
