I don't have a MAC OS computer, but with Windows, you can either use the WD Access application to connect the part with Windows' own file explorer and connect it like a server or, for example, open it on the mobile device via the application itself as file software.
Have you installed the software correctly?: https://www.youtube.com/watch

It depends on how you set up the NAS, in your case the WD My Cloud EX2 Ultra. With the Mac, you can make a backup of the Mac with Time Machine. The original files remain on the Mac. That way you don't have any data offloaded. If you want to use the NAS as additional storage to free up space on the Mac, then set up the NAS as a network drive. You can also combine this. That is, create additional storage space on the network drive and use Time Machine to back up what is on the Mac.

Hello, I have also had problems with the cloud. It filled up both of my hard drives and I could no longer delete. I was helped very well by WD support.
https://support.wdc.com/