Please use the forum search feature, magnifying glass icon upper right. There are a number of past discussions that explain how to install various apps including Plex to both the first gen single bay v4.x My Cloud units and the second gen single bay v2.x My Cloud units. It will involve the use of SSH to modify the My Cloud firmware.
https://community.wd.com/t/wd-mycloud-gen2-enable-apps-install-tab-apps/177885
For Plex: https://community.wd.com/search?q=install%20plex%20category%3A105