Have you read the suggested FAQ thread?
http://community.wd.com/t5/WD-My-Cloud/FAQ-Twonky-DLNA-Media-Server-Setup-amp-Use/td-p/858810
Where did you put your media? Can you use a file browser on your computer to find the media and tell us where you’ve put it? What is the structure of your media store: are all the files in one folder, or are they in hierarchical folders?