It would help if you could explain what your setup is, what you have tried and what exactly “doesn’t work”.
If you connect the MyCloud to your router, and your PC to your router, log on to your router’s admin page and find out what IP address your MyCloud has been assigned. Then open your web browser and enter /ui in the address bar; replace with the address you find from the router admin page. That should give you access to the Dashboard, from where you can set up the MyCloud. If you can’t find the IP address, or you can’t access the Dashboard, then something is probably wrong with the cables or Ethernet interface.
Have you read the FAQ:
http://community.wd.com/t5/WD-My-Cloud/WD-Frequently-asked-questions/td-p/868956