I tried setting “full access” in the windows sharing screen for this folder but I keep gettiong the access denied message.
To change the settings of a shared folder you access the WD My Cloud Dashboard and set the various options, including restricting or granting access to users and setting a share to public or private. You do not use the Windows security or folder options to change access to a folder/share on the WD My Cloud. See the following WD Support document for more information on how to access the Desktop: How to access the Dashboard on a My Cloud
If you have not already done so it is recommended to read the WD My Cloud User Manual which has information on how to change shares from public to private (or back) and how to set user access levels to private shares.