If you use the search feature at the top of the page you’d see there are a number of threads discussing Plex, with a recent thread being a few days ago were a similar question to yours was discussed. The bottom line is that Plex is NOT officially supported on the lower end My Cloud units. The problem lies with the lower end processor used on the entry level WD My Cloud units, it is simply not powerful enough to run Plex effectively. One may be able to install the Plex module to a WD My Cloud using version 3 firmware but it is not officially supported by Plex.
Plex is currently ONLY officially supported on the following WD My Cloud models:
My Cloud Mirror
My Cloud EX2
My Cloud EX4
My Cloud EX2100
My Cloud EX4100
My Cloud DL2100
My Cloud DL4100
See the following links for more information on NAS support in Plex:
Plex Western Digital NAS Supported Models
Plex NAS Devices and Limitations
More discusson on Plex and the WD My Cloud:
http://community.wd.com/t5/WD-My-Cloud/Plex-for-personal-cloud/m-p/875593
http://community.wd.com/t5/WD-My-Cloud/Using-Plex-Media-Server-with-My-Cloud/td-p/824681
http://community.wd.com/t5/WD-My-Cloud/Plex-Media-Server-on-WD-my-cloud-4Tb/m-p/629285
As to your question about keeping the connection to the drive alive. There is probably a way to create a trigger, like with Windows built in Task Schedule, to run at a set time to tickle the drive and keep the connection alive for Plex. There is also this Microsoft article that explains how to change the time value for “drop idle connections” in Windows to keep a mapped network drive connection alive.
