Officially? Yes there is no way to officially add MySQL to the single bay My Cloud. You are trying to perform an action for which the My Cloud was not designed for.
Unofficially? Did you read the links I posted above? In particular the thread “Repository with software worked on v4 firmware”? Have you done a subforum search for MySQL? There are several threads that discuss trying to install or use MySQL on the My Cloud (most likely the v3.x/v4.x single bay My Cloud units).
The single bay My Cloud units (both the v3.x/v4.x and v2.x firmware versions) are low end units with low powered processors/RAM that are not capable of effectively running certain unofficial, user installed, features/third party apps. Currently the v2.x firmware single bay My Cloud, which by your previous post, you appear to have does not currently officially support adding additional modules beyond those two listed. More expensive My Cloud units do support adding additional third party apps. For example see the following link for the third party apps the My Cloud Mirror officially supports: http://setup.wd2go.com/?mod=faqs&device=mcm&faq=thirdParty
