Is there an easy method of loading (on my MyCloud) my MAC OS X 10.11 Photo library and preserve my folder structure. Or do I have to create individual folders for each Photos folders?
I believe you should be able to find a third party application within the app store made to copy/export your photo library into a network location.
If you can access your Mac photo library, with folder hierarchy, under Finder*, you should be able to use Finder to copy the entire hierarchy across to the MyCloud; it behaves just like any hard disk as far as file transfers are concerned.
You will need to map the MyCloud into the Mac’s file system, so you can access it using Finder. See p23 of the user manual.
* of course, it’s possible that Mac Photo Library has an internal “you don’t need to worry your pretty little head about where Nanny Jobs stores pictures for you” file structure, such that it doesn’t use a conventional folder hierarchy for storage. I don’t use a Mac…