For local network access to the My Cloud using Windows 10 one can simply use Windows File Explorer. One can map the Share for easier local network access.
How to map a My Cloud or NAS device on Windows
When using Windows 10 one should ensure SMB1.0 is enabled as Microsoft disables this option in new Windows 10 installs and via patch updates.
How to Enable SMB 1.0/CIFS File Sharing Support on Windows 10
When it comes to remote access, officially, the WD approved methods are limited to using MyCloud.com web portal, the My Cloud apps for iOS or Android, or insecure FTP. WD removed the ability to remote map a My Cloud Share years ago when they moved to using the OS3 firmware/MyCloud.com web portal. And WD ended support for the WD Desktop app on Windows/Mac over a year ago as well.
Unofficially, to do what you want will likely require setting up a VPN server on your local network where the My Cloud resides and create a VPN tunnel using a VPN client on the remote computer. Typically a VPN connection will allow one to access the remote My Cloud as if they were on the same local network as the My Cloud. If one is using a consumer router one should check the router options as some include VPN Server capability. Otherwise there are free and paid VPN Server programs that can be installed and setup on one’s local work. The downside to using VPN is the learning curve needed to set one up properly and configure one’s router for VPN access/port forwarding. The other issue with any remote access to the My Cloud is the broadband speed at both ends of the connection.
Also note that WD Sync has been set to end of life and WD recommends using GoodSync going forward. WD has marked a number of their software and app programs as end of life.
WD Product Software Support Status
WD Sync End of Support