Hi my name is ***** ***** I can assist. VPNs need to have some sort of networking device in place to connect from an external network. WD MyCloud is setup to register with the http://www.mycloud.com/ site so it can be access from a website anywhere. Much like DropBox. I guess I need to know the overall goal that you are trying to achieve to help you.
Can you tell me what type of home router you have? All you need to do is map the drive to the IP address of your router and the port your device is on.
We would set up your home router to forward all the WD Cloud stuff to your router IP. When you are mapping the drive, all you do is map it to your IP address and port. For example 126.96.36.199:5000 and this will speak to your router over the internet.
It would need to be enabled on the router and the WD device.
Please map the network drive with that as your address and it should map the drive?