Sync is a function to synchronise the files between two storage devices, to make sure that both copies are identical.
If you want to use the MyCloud as a primary data store, you need to stop using WD Sync, and simply use the MyCloud as a file server. Stop it running, and uninstall it.
You ought to have all the files on the MyCloud, in the sync folder.
But, personally, I wouldn’t trust it…
I would create a Share to store your data, give yourself access rights to it (both using the Dashboard), map the share into your file system (I.e. Finder)
Then use Finder to copy all your files to this share.
When you are absolutely certain that all your files have been transferred correctly, remove the WDSync share from the MyCloud.
Then, check again that all your files have been transferred to your new share on the MyCloud, delete the files from your Mac. From now on, use the files on the MyCloud.
But be aware that you now only have one version of your files; the primary version on the MyCloud. You have no backup. So, before you delete files as above, I would recommend you use another disk drive and backup your new MyCloud share to it. You can either use the Safepoint or Backup facility built in to the MyCloud, or any third party backup software. Continue to use a regular backup process.
If you haven’t done so already, download and read the user manual. Make sure it’s the alright one for your device (based on the firmware, in your case, likely to be v2.something). For the other stuff, just Google it.