File Server on WD My Cloud

Yes, you can map the MyCloud as an external disk under windows, MacOS, Android, etc, using SMB and AFP.

For local access, this is very much the preferred method.

You may want to read the FAQ, where you will also find the User Manual, which you may also want to read.

http://community.wd.com/t5/WD-My-Cloud/WD-Frequently-asked-questions/td-p/868956