I can't access the folder that was shared with me?

I dont have a WD My Cloud storage, but a friend has sent a link to his shared folder, so I can get what I need from it. But when I click the link the link it just starts downloading, and its an incredibly large download which I dont have time or space for. How can I see the contents of it, and then pick what I want to download, instead of downloading the entire file? 

Thanks! 

You can’t.

E-Mail links to FOLDERS result in a ZIP file of the whole folder being transferred.

Use the WD My Cloud Desktop app instead, and ask your friend to give you a code.