Lightroom does not allow Cloud storage of photos.
photos must be stored on a local or network drive
Thanks DJ..... that is a terrible constraint in LR CC!
Even if this would work, you really do not want to do this with a WD my cloud device as those have a background process running that slows down anything having anything to do with images. Even though the drives are nice hardware wise, their image scanning software is incredibly badly written and will lock up the "cloud" drive when you are writing lots of images to it. This will make it completely useless with Lightroom. There are ways to disable this that will solve the issue (see for example this very irreverent writeup on how to do that: Improving the performance of WD MyCloud ). If you have this disabled, you can use it easily to store your images as it becomes just another NAS, but as dj said, you can't use it to store your catalog. You really do not want your catalog on a network drive anyway as it is a way too slow access medium to make your Lightroom experience bearable.