If you are a new user, do note that My Cloud defaults to all user’s private directory as Public. Even the administrator account defaults to Public w/o asking for a PassWord creation. Probably done for ease of use, but a big security hole for your private data.
WD should post the rules for all the share folders and the related services, so that we can decide where to place the files.
I suspect that for Twonky Media Sharing, the Music, Photos & Video only works out of Public Shared folders. You can define the folders (even Users private folders) under Twonky but not sure how the external Media Renderers (playback devices) can access the files.
Videos and Music under Public Shared folders seem to play fine.
Be safe …