The link and the knowledge base article is of course limited and incomplete given the fact that it is certainly possible to download a complete folder from the desktop once “enable local access” was activated.
Furthermore, it is also possible to use the built in iOS app ‘Files’ to ‘browse and add location’ of the My Cloud Home device, and after that browse addition, it is then possible to download a complete folder from the My Cloud Home both locally and remotely in iOS. This is an undocumented feature that is NOT in the WD Tech support knowledgebase.
There is a well worn thread in the 'My Cloud Home ideas’ subforum on this very topic which has been viewed 26,500 times.
There are other solutions that will enable downloading of a complete folder, including on Android, in fact there are about a dozen different combination of ways to download complete folders, documented in various places in these subforums.
Android Filemanager + copy complete folder remotely
