Under Windows File Explorer > Network do you have an icon like this?
If not then you need to check a few settings on Windows. If using Windows 10 see the following post. In particular Windows 10 Specific Method 1 through Windows 10 Specific Method 5.
Also if you have multiple My Cloud units on the same local network, make sure each My Cloud device has a unique name. One can generally set the device name through the My Cloud Dashboard.