You use Windows File Explorer (if using Windows) to copy, either by drag and drop or by copy and paste, to the My Cloud. If the My Cloud is not showing up under Network in Windows File Explorer then you need to figure that issue out first. Generally all devices on the local network should use the same Workgroup name, and be in the same IP address range. One should have NetBIOS over TCP/IP enabled, one should have the network set to Private and not Public. One should have all the latest Windows update installed. One should check their security software (firewall/antivirus) to ensure it is not blocking access to the My Cloud or the local network. Several of these steps are detailed in the following thread on Windows 10 and the My Cloud.
https://community.wd.com/t/compilation-of-windows-10-methods-steps-and-solutions/142576