Mycloud Mirror - where is the SQL Data saved?

I am planning to use the mycloud mirror as a mysql Server, and I wanted to know where the SQL data is saved, that means everything about the server itself, user/login info, and especially the databases. What happens if the mycloud breaks? Is the data being saved if I backup the MCM via the internal backup feature to USB? Or just the databases?
Any help would be appreciated!
I treid asking this WD directly, but they said to ask here…