Surface Pro Connection To My Cloud

I have just purchased a Surface Pro 4 and I cant workout how to connect it to my WD My Cloud EX4. I have an Apple Macbook which connects automatically, but its harder with the Surface Pro. I remember when I had Windows before someone told me through the File Explorer I could type in something like

\wdmycloud to access my wdmycloud but this doesnt work

I downloaded an app but it could only allow me to access and view the files online, not to download them. What can I do?


Try to see if the information on this link can help you out: