Some router’s have the ability to confine guests to a separate network than your main network. If so they would be unable to access your network and the WD My Cloud locally.
The My Clould has the capability of requiring a password to access Share folders with the exception of the Public Share folder. For each Share folder using the Dashboard set the Public Access for that Share to Off. this will force someone who tries to access the Share to enter a password. Once a Share’s Public Access is set to Off one can then configure the User permission level (Full Access, Read Access, No Access) for that Share. You can create multiple Users via the Dashboard each with their own private Share if you so choose.
If you haven’t done so already see the WD My Cloud User Manual (http://www.wdc.com/wdproducts/library/?id=439&type=25) for more information on how to create Users and set a Share to private. Or see the following WD Support document for making a Share private: http://support.wdc.com/KnowledgeBase/answer.aspx?ID=9390
The one downside is the Public Share. WD has decided that this folder cannot be made private through the Dashboard (for what ever reason). As such anyone who can access your network can access the Public Share and any content stored there. Its why it is recommended NOT to store sensitive data in the Public share. There are various methods of disabling or deleting the Public Share folder. See the following link for some examples: https://community.wd.com/t/removing-public-share-wd-mycloud/137086/10
Further for media files it is also recommended not to store media files in the Public Share folders. See the following link for more information about media files, the Public Share folder and the Twonky media server contained within the My Cloud: https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373