Get a copy of Remote Files for iOS. The free version is limited to one SMB server for local ‘Public’ share but it could also act as a share receiver for the WD My Cloud app.
Using the iOS My Cloud app for My Cloud Home (MCH), browse the folders and select the file you want to download to the iOS. Once the file is selected, you see the share icon in the lower left corner, select share and find and choose the icon for Remote Files. Remote Files will save the file in the its local folder. The other way to copy files which is potentially faster over the local LAN is to set up the SMB server in the Remote Files that can point to the MCH public share and from there navigate to and edit, select and download; this part is over the LAN so it is usually a lot faster. Remote files can also stream video and audio files capably over WiFi. This is not an ad for Remote Files as you can use the free version effectively.
