Are the media files stored in Shares which have Media Serving turned off? If so turn on Media Serving on those Shares.
Is Media Streaming enabled under DLNA Media Server on the Dashboard > Settings > Media page? If not enable it.
is the smart TV capable of accessing DLNA clients on the local network?
Is the media in a Twonky supported media format? See the My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) for more information on how to setup the media server and what media files are supported. In particular Chapter 11 Playing/Streaming Videos, Photos & Music.
Make sure to review the following thread for some general recommendations on using the Twonky DLNA media server that is embedded within the My Cloud.
https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
