You don’t do port forwarding on the My Cloud, you do port forwarding on your network router. FTP’s default port is 21. Just port forward port 21 to the My Cloud in your router. For local FTP access you do not need port forwarding. Only for remote FTP access does one need to enable port forwarding within the router.
It may show it but it would either be wrong or incorrect at least for the single bay My Cloud units. Shocking I know that there would be incorrect information in the knowledgebase or in the user manual.
For the original poster, port forwarding is typically done at the router to pass specific ports through the router firewall.
I assume that WD is giving the user (on the more expensive multi bay My Cloud units) the option to configure the FTP port to an alternate port than the default/standard port 21 that is typically used for FTP .