No Search Bar

I spent $250.00 for something, that has great capabilities, but you have to pull up the search bar on your own computer,

or device. If a product has that much storage, it should have it’s own search bar.

The MyCloud is essentially a disk drive, mapped into your file system.

Do other disk drives have search bars?  No.

Does your thumb drive have a search bar?  No.

I don’t see why you think the MyCloud should have search facilities.

Where should this ‘search bar’ be located?  How are you going to access it if you don’t use ‘your own computer’?

Also when I had my cloud, plugged in not wireless, my audio player would not work directly on the cloud player.

MyCloud plugged in where?  What audio player?

If you want us to help, you’ll have to express yourself more clearly, and give more detail.

I’d recommend reading the user manual, and the following FAQs, as you seem to misunderstand what the MyCloud is, and how it works:

http://community.wd.com/t5/WD-My-Cloud/WD-Frequently-asked-questions/td-p/868956