How can I stream videos from My Cloud Home using SKYBOX VR app?

I want to steam videos from My Cloud Home to watch in SKYBOX VR app on my Gear VR headset. The app found my device but it shows only ‘Public’ folder with no videos at all.

I have recorded a video within the app to help you understand more about the issue. Here is the video:

Try to install Plex, which will host video and setup NAS for Skybox to use.