Try this, open up file explore then click on network and somewhere in the white area next to network click so it will highlight network, then delete it and enter \\WDMYCLOUD and press on ENTER on your keyboard. This should open it up. You can then drag the monitor like icon onto your desktop to make a shortcut to the My Cloud. See example image below.
Update: I will add this image below. Once you get the My Cloud to show in File Explorer you can right click on it and Pin it to Start or Quick Access.
Click on, tap or activate image to enlarge it.