Latest firmware still vulnerable

Most AV programs installed to a computer will allow you to run a custom scan. If so just select the Share(s), or the mapped drive, or the entire My Cloud and run a scan.

If you have the v2.x firmware version single bay My Cloud units one may be able, with a little hacking using SSH, to add a third party AV scanner like the more expensive My Cloud units can use.

https://community.wd.com/t/wd-mycloud-gen2-enable-apps-install-tab-apps/177885