Been using a My Cloud single drive unit with a Roku (Roku 2 XS) for a while now. No problems. The Roku Media Player channel (installed from the Roku Channel Store) will play any Roku supported media that the Twonky DLNA Media Server within the My Cloud catalogs and serves up. SRT subtitles files play fine too.
The multi drive My Cloud units (My Cloud Mirror, EX2, EX4 and other models) DO
support a Plex module add-on along with other third party add-on modules. The downside is apparently one cannot do transcoding on the My Cloud units to the DLNA clients. See the Plex supported NAS compatibility list document (https://docs.google.com/a/plexapp.com/spreadsheets/d/1MfYoJkiwSqCXg8cm5-Ac4oOLPRtCkgUxU0jdj3tmMPc/
) for a listing of which My Cloud units are currently supported. There is a 2nd Generation of the single bay My Cloud drive that is coming (some have reportedly already gotten their hands on one) that will support certain 3rd party add-on modules but its not clear if Plex will be one of the supported modules for that unit.
When it comes to the My Cloud it is strongly recommended one read the My Cloud User Manual
) if they haven't already done so. It contains the general information on how to use the device and the various features. It is also recommended not to use the WD software if it isn't needed, rather use Windows File Explorer or Mac Finder to copy files to the drive. Note however there are problems with Mac El Capitan and the My Cloud. See the big Support os x el capitan
thread over on the WD user forums (https://community.wd.com/t/support-os-x-el-capitan/96744
). There is also some issues with Windows 10 and the My Cloud. See the Compilation of Windows 10 Methods, Steps and Solutions
) in the WD user forums for more information on possible solutions to Windows 10 / My Cloud issues.
it is also strongly recommended one see the [FAQ] Twonky DLNA Media Server Setup & Use
) over on the WD user forum as it has much information on how to effectively use Twonky.
On a side note, if possible connect the Roku to the local network via Ethernet to avoid any possible potential
WiFi problems when streaming media or if one has an older WiFi router.