No. Officially the My Cloud does not support mapping or accessing the drive remotely using Finder or Windows File Explorer. WD removed the ability to remote map the My Cloud through the web portal (MyCloud.com) more than a year ago (when they released the OS 3 firmware). WD has no plans to re-enable it. See the following Cloud Ideas thread:
https://community.wd.com/t/re-enable-remote-drive-mapping-through-mycloud-com/134944/
Unofficially if one is using a first generation single bay My Cloud running v4.x firmware there is a mod (see link below) that will enable one to remote map a My Cloud. If your single bay My Cloud is running v2.x firmware then its second generation.
https://community.wd.com/t/app-clouddavmod-various-versions-for-firmware-v4-12-2016/161543
