Well to be fair this is the FIRST time you have mentioned wanting to run MySQL on the My Cloud in this thread.
Again the link to the tacked thread detail how to get Windows 10 File Explorer to show the My Cloud under Computer in Windows File explorer. Even when it is not seen by Windows File Explorer the My Cloud can generally be accessed by inputting the IP Address for the My Cloud into the Windows File Explorer address bar.
If you are talking about running MySQL on the My Cloud then do a forum search. You may have to install a different OS if the existing My Cloud firmware isn’t running MySQL. Here is one such thread about installing (or attempt to install) MySQL on the My Cloud.
There is some further discussion in an older thread about the My Cloud + MySQL + Kodi.