Yes but it typically involves using SSH to modify or replace the existing My Cloud OS with an alternate OS. Use the forum search feature, magnifying glass upper right, to find other discussions on using alternate media servers and other features. Here are several past discussions:
https://community.wd.com/t/wd-mycloud-gen2-chroot-transmission-and-minidlna/148686
https://community.wd.com/t/app-minidlna-original-patched-for-firmware-v4-10-2015/94354
https://community.wd.com/t/clean-os-debian-openmediavault-and-other-firmwares/93714
https://community.wd.com/t/using-plex-media-server-with-my-cloud/94429/13
Note: Such modifications are NOT supported by WD and if one isn’t careful they can “brick” their My Cloud rendering it inoperable and requiring an “unbrick”.