I went to WD My Cloud Dashboard and for a little while I could see my shares. But the problem was that the share that was private is empty and the all my files are in the public folder. So I want to move the contents of my public folder to my private share but the private share doesn’t show on Finder (I’m using Mac).
But none of the shares are showing anymore on dashboard for some reason. (I noticed that the connection of the WD Drive was lost so I reset it and it’s showing now)
It appears you have a separate problem unrelated to trying to password protect shares in that the shares are not showing up properly in the first place.
First, do you have another computer, preferably not a Mac that you can use to test if the shares are not visible in the Dashboard? There are numerous issues Mac users are reporting, most revolving around El Capitan, when accessing their My Cloud drive.
Second, restart all of the devices on your local network (including the router/gateway, WD My Cloud, and your Mac). Sometimes if the My Cloud obtains a different IP address than what a computer was using in the past to access it that computer may not properly show or even find the My Cloud on the local network (because its trying to use the old IP address).
Third, if the problems persist, try doing a reset via the reset button, see How to reset a My Cloud device, on the back of the My Cloud or do a System Restore via the My Cloud Dashboard.