There is NO Windows mobile app. WD discontinued the Windows Mobile App last year. Your only option for remote access to the My Cloud on a Windows phone is to use the phone’s web browser to access the MyCloud.com web portal.
There are numerous threads (one can find them using the forum search feature - the magnifying glass icon upper right) where people have voiced their displeasure at WD dropping the Windows Mobile My Cloud App. WD indicated in the following Cloud Ideas thread that there is currently no future plans to reintroduce the app.
https://community.wd.com/t/windows-mobile-app-for-mycloud/97249
