Perhaps it’s not a function out of the box, but I’m trying to share a link to one of my files in MCM using WD My Cloud App (in Windows 7) and it is not working at all.
Does the same thing happen if you click on the link, instead of pasting it on your browser? If it does then try to disable remote access from the dashboard and then reboot the drive, then when the unit is rebooted enable remote access and try to use the links to see if they work.