The My Cloud is not intended to be connected directly to the internet. It’s intended to be connected to a home LAN. As far as I know, it won’t even function normally if it’s on “publicly routable” IP space.
If you have internet access then you shoud already be connected but you will have to set up remote access. See the User Manual, http://www.wdc.com/wdproducts/library/UM/ENG/4779-705103.pdf and read Accessing Your Cloud Remotely then set it up in the Dashboard. See image below. Read the Help info provided in the Dashboard.