The MyCloud is connected via your network, so it’s not strictly a device that Windows can manage. It is a server, that Windows is a client of, using one of a number of server protocols (file server, media server, etc).
Whilst there does seem to be a ‘device’ for the MyCloud, it only tells Windows about the Twonky Media Server, and a description of the device as a NAS. I don’t think it is used to actively manage the device; it probably just provides pretty icons in File Explorer…
