WD My Cloud supports some standard protocols like FTP and SSH (SFTP). It is supposed to support WebDAV, as well, although it is not covered in their standard user guide: http://www.wdc.com/wdproducts/library/UM/ENG/4779-705103.pdf
On page 85 of the manual it goes through FTP access setup. You will also need to create a user to login with. You can also find some information here: http://wdc.custhelp.com/app/answers/detail/a_id/2680#mycloud. Once that is set on the My Cloud, you can link to it with odrive.
It is important to note that you will not have external access to your My Cloud without setting up port forwarding on your home router to port 21 on the My Cloud. If you don’t set that up you can still link to it, but the odrive web app wont be able to verify the connection and you will only be able to access it on your local LAN, using the local IP.