Short answer is officially no Smartware cannot connect to a remote My Cloud and perform a backup of the computer.
Unofficially one might be able to use Smartware if they either have a VPN connection to their local network hosting the My Cloud or possibly use the WebDAVMod to create a remote mapped drive from the My Cloud.
http://wdstagingsplit.staged-by-discourse.com/t/app-clouddavmod-v1-0-for-firmware-v4-05-2016/161543/
One could use WD Sync to backup content to a remote My Cloud. One could also configure their My Cloud for FTP access through the My Cloud Dashboard > Settings page and use an FTP client on the computer to backup files. Note, however that FTP is NOT secure. There are unofficial methods to create a secure FTP tunnel but those generally involve using SSH to edit/configure the My Cloud OS.
http://wdstagingsplit.staged-by-discourse.com/t/sftp-setup/95350/5
There are numerous threads that cover backing up remotely, do a search for “smartware remote backup”. Here are a few of those threads.
http://wdstagingsplit.staged-by-discourse.com/t/remote-backup-issues-help/164458
http://wdstagingsplit.staged-by-discourse.com/t/remote-access-and-backup/161471
http://wdstagingsplit.staged-by-discourse.com/t/back-up-devices-to-a-remote-my-cloud/155950
