I assume you have been granted remote access already? I don't have direct access to my own drive at the moment, but from the local network your have to add your email to the allowed list, you should get an email from WD to confirm and select a password.
Then go their website
https://www.wd2go.com and login with above details and select the drive and click view shares, and a Java applet (you might have to use a different browser or update Java if it doesn't work) will open showing the shares. Click open and it will open in windows explorer and show as a network drive. This has to be done every time you reboot your computer and lose connected, I don't think you can auto connect to the Mycloud drive.
It can be a bit of a hassle on a computer, personally I use the iPad apps for direct access especially the WDphotos app
