The Plex client requires a Plex server. The Plex server will not run on the basic mycloud.
The mycloud includes the twonky dlna media server. If the AppleTV includes a dlna client, you should be able to connect. But that might be a big ‘if’… There’s also the issue of media format support. The solution may be an app. Get googling …
The 4th Gen Apple TV does not officially support the MKV format. According to the specifications for the 4th Gen Apple TV (https://support.apple.com/kb/SP724?locale=en_US) the following video formats are supported:
H.264 video up to 1080p, 60 frames per second, High or Main Profile level 4.2 or lower
H.264 Baseline Profile level 3.0 or lower with AAC-LC audio up to 160 Kbps per channel, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats
MPEG-4 video up to 2.5 Mbps, 640 by 480 pixels, 30 frames per second, Simple Profile with AAC-LC audio up to 160 Kbps, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats
MP4 files should play but to play MKV you have a few choices:
Bulk/batch convert all your MKV files to MP4 files. There are various software programs capable of bulk or batch converting video from one format to another. Handbrake (https://handbrake.fr/downloads.php) is one such free program that can convert from MKV to MP4.
While one can use Plex. Using Plex will require the use of a separate Plex Media Server on the local network. The single bay My Cloud units DO NOT officially support running a Plex Media Server within the My Cloud OS/Firmware. Furthermore because of the low powered hardware used by most all My Cloud devices, even those My Cloud devices that are capable of running Plex add-on module may not properly transcode video from MKV to MP4 so the Apple TV can stream the video. See the following links for more on Plex and NAS support:
One may be able to use a media player that has been ported to Apple TV to stream MKV files from the My Cloud. But that is totally up to that ported media player and its capabilities.