Officially, it depends on what My Cloud model and firmware one is running. See the following WD Support Knowledgebase articles covering remote backup.
My Cloud Safepoint and Remote Backup Compatibility Matrix
How to Create a Remote Backup on a My Cloud Device
A single-bay My Cloud is unable to create a remote backup to another single-bay My Cloud
Unofficially one may be able to use Rsync via SSH or install the GoodSync app via SSH to accomplish some form of remote backup or remote copying of files from or to a My Cloud.
