WD officially removed the ability to remote map the My Cloud last year when they released the OS 3 firmware.
Unofficially, see the CloudDAVMod which will allow one to remote map the My Cloud. Note however it requires the use of SSH to install the CloudDAVMod module.
https://community.wd.com/t/app-clouddavmod-v1-0-for-firmware-v4-05-2016/161543
Also there is a thread on this very same subject (remote mapping) occurring right now at the following link:
https://community.wd.com/t/howto-airport-express-mycloud-remote-access-via-finder-mac-os-x/170063
