You can go to settings on the UI and under cloud access click on configure and click on rebuild. This will help the unit to search for all the files of the unit.
Try going into the Settings, General, Cloud Access, Configure, then “Rebuild” the database. If that doesn’t work, also go to the Media tab in settings and click Rebuild.
That’s because the thumbnail generator that creates icons for displaying within the WD My Cloud app doesn’t apply to Windows File Explorer. You need to either change the “View” in Windows File Explorer to “Icons”, either small, medium, or large icons. For certain media files one can also edited the file metadata to add “album art” so DLNA clients will display a different image. Or one can create an image file called “folder.jpg” and all files within a folder will have the same image file displayed when using a DLNA client.