It is NOT missing. The v4.x firmware which you indicated you have does not have an App tab like the newer v2.x firmware single bay My Clouds have. Bottom line is, which Cat0w indicated above the single bay My Clouds DO NOT support adding the many third party apps that are supported by more expensive (multi bay) My Cloud units.
Now unofficially there are ways, using SSH, to add several features or modules that may provide some of the functionality that is found in the more expensive 3rd party apps. Note that by using SSH one may void their device warrantee. Either do a subforum search for [App] and or see the following thread:
https://community.wd.com/t/repository-with-software-worked-on-v4-firmware/94532
Plex is NOT supported on the single bay My Cloud units. See the following Plex document listing supported NAS devices and their limitations: https://docs.google.com/spreadsheets/d/1MfYoJkiwSqCXg8cm5-Ac4oOLPRtCkgUxU0jdj3tmMPc/edit#gid=314388488. On those units where there is a Plex plug-in/app module, transcoding (a major feature of Plex) is not supported due to the low powered hardware used on the My Cloud NAS devices. Without transcoding your media will have to be in a format supported by the client or DLNA device doing the streaming.
The embedded Twonky Media Server DOES stream to DLNA clients. If you haven’t done so you should really read the My Cloud User Manual (WD Documentation) to fully understand the capabilities of the My Cloud device. One should review the following unofficial Twonky FAQ that will help one gain the most out of the Twonky media server.
https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
One would probably be better served using Kodi (https://kodi.tv/) than Plex depending on their streaming devices and or network setup.
And finally one can unofficially install Plex to a single bay My Cloud but it is an involved process that involves replacing the My Cloud OS with Clean Debian.
https://community.wd.com/t/using-plex-media-server-with-my-cloud/94429/13
