Is it possible to install XAMPP in a WD MyCloud? how?
See if the following link helps.
XAMPP - For Windows. You need LAMPP (Linux).
In other case - its already installed (Apache2 + MySQL + PHP for WD Web interface). All what you need - edit apache configs for support your own site.
Another way - Use Chroot with Debian and install what you want inside (Note: Need chane default ports, because 80 and 443 already taken by OS/Firmware)