What is the backup program? Smartware? If so that is installed to one’s PC and is generally used to backup the PC to the My Cloud not backup some remote network device to the My Cloud.
There may be third party backup programs that will allow one to backup the contents of a mapped drive to the My Cloud. But it would require the computer to be running in order to perform the backup and the backup will be slow as the data will flow from the WDTV device through the computer out to the WD My Cloud.
As previously indicated there may be a way to use SSH to create or implement a backup, by doing a file/folder copy, from the WDTV device to the My Cloud. If one does a Google search they’ll find various posts on how to use Linux commands to initiate copying contents from a remote network drive.