Generally the problem stems from not copying over the entire iTunes folder to the My Cloud. All too often people just copy over the single folder containing all their albums. Do an internet search to find directions for properly moving or copying an iTunes library to an NAS device and for changing the media library location within the iTunes program.
Also see the following threads or do a subforum search for iTunes to find several other discussions on various iTunes issues:
http://wdstagingsplit.staged-by-discourse.com/t/itunes-server-doesnt-work-anymore/95261
http://wdstagingsplit.staged-by-discourse.com/t/album-artwork-isnt-visible/155518
http://wdstagingsplit.staged-by-discourse.com/t/album-art-for-songs-using-dlna-or-itunes/154123
