The single bay My Cloud units do not support third party add-on’s like Plex.
Use the forum search feature, magnifying glass icon upper right, to search for Plex. There are a number of past discussions on trying to add Plex and other third party modules to the single bay My Cloud units. The issue comes down to which version (first gen v3.x/v4.x firmware or second gen v2.x firmware) of single bay My Cloud one has.
https://community.wd.com/search?q=Plex%20category%3A105
For first gen My Cloud units see this post: https://community.wd.com/t/using-plex-media-server-with-my-cloud/94429/13
For second gen My Cloud units see this thread: https://community.wd.com/t/wd-mycloud-gen2-enable-apps-install-tab-apps/177885/
