Officially the My Cloud is not designed to allow for hosting video to a remote website that can be played rather than downloaded. Do a forum search (magnifying glass icon upper right) and you’ll see this issue of hosting media to a remote website has been discussed before (mostly discussing how to post pictures to websites).
Unofficially it might be possible using an alternate My Cloud OS. Note that using an alternate OS will void the My Cloud warranty.
https://community.wd.com/t/clean-os-debian-openmediavault-and-other-firmwares/93714/1044
