How do I get this to backup to the cloud?

You are on the right track and on the right subforum, but you should refer to your device as the My Cloud Home (MCH) rather than the ‘My Cloud’ because that ‘My Cloud’ is a an ecosystem of whole different operating systems which offers many different functionalities that the MCH does not support - for example the suggestion by JR would not work because there is no such setting in the MCH.

[quote="JohnRey, post:2, topic:284383 ****NO SUCH SETTING IN My Cloud Home"]
To be able to access the share outside of your local network, you need to enable this 
in the **Shares settings > Shares > Share Access > Mobile & Web App Access**
[/quote]

What you described below is through no fault of your own as you followed the correct instructions, the MCH (browser) Webapp often makes a mistake in determining whether the network is in ‘Relay’, ‘Direct’ or ‘Local’ mode. Only in the ‘Local’ mode can the ‘enable local access’ of the MCH be accessible.

You may be able to try this suggestion from back in December, 2022 when ‘enable local access’ first became available with the then new 8.12 firmware, however it does not always work and the Webapp refuses to change to ‘Local’ access. So this is buggy software - there may be other ways of forcing the Webapp to see the network as local, but that requires putting the MCH into direct cable connection mode or alternatively changing the local router UPNP setting.