On my Macbook I installed WdMyCloud and made reserve copies with TimeMachine. However, I wonder where these copies are.

Have you accessed the My Cloud using Mac Finder and then taken a look in the Time Machine Share on the My Cloud?

If you haven’t read the User Manual for the My Cloud (https://support.wdc.com/product.aspx?ID=904) it is generally advised one do so as the manual explains how to use the My Cloud including its features.