For WD My Cloud, there is no official support for Ubuntu or any other Linux distros. But setting up it quite easy.
Make sure You have connected power adapter & LAN cables to it. If You open Your router config, You will see WD My cloud in client list. Make note of its IP address. If You want You can assign a static IP also.
Next step is to install NFS client package. NFS(Network File System) allows a system to share directories and files with others over a network. By using NFS, users and programs can access files on remote systems almost as if they were local files. So, update your packages & install nfs-common package.
sudo apt-get update
sudo apt-get install nfs-common
Now can list folders which are available to mount using showmount command.
showmount -e <ip-address>
Create an empty folder to mount any of the folder you wanted and mount it.
sudo mount -o rw,soft,intr,nfsvers=3 <ip>:<folder-to-mount> <path-to-mount>
Now You can start moving data into/outof WD My Cloud.