Remote access in Windows Explorer?

It is possible to remote access My Cloud in Windows File Explorer? I Did this on OS3 with usage of NetDrive program but OS5 removed WebDAV support and I can’t do it anymore. Any ideas? I don’t wanna use webstite.

In the past, I have used a VPN connection into the network. Once the VPN is established; then you can access the NAS -more or less- as normal. (The vpn will typically assign an IP address to the remote PC in a different subnet than the rest of the network. . . which creates some minor issues)

What VPN do you preffer? I never used it.

I am a simple person. I use the OpenVPN server software that came pre-installed on my router.
(Of course, then you have to install OpenVPN client on your computer)