Housing iTunes media location on WD Mycloud

Since I have had my WD MYCloud NAS device I "thought" I was storing all my iTunes tracks on this drive as I had, via Preferences - Advanced in iTunes located my iTunes media location as follows:- \\WDMYCLOUD\Brian.

However when I try to access my music via my Sonos system, much of my music library isn't there.

I now believe however that what I thought by the "simple" action of entering \\WDMYCLOUD\Brian, all my iTunes media would now be stored on my WD device, but scanning the internet, I fear I was/am wrong and the two may not be compatible.

By selecting the above media location, are all my ITunes tracks stored on my WD MyCloud? How can I check, because via the WD Dashboard under "Shares" I see various media folders including iTunes and "Brian" but I don't know how to open them to check the content?

If I have been mistaken in my belief, how do I ensure that all my iTunes files are indeed located on my NAS and how do I view them? What do I need to enter in the iTunes media location box if I've been wrong all this time?

I'm a little confused as you can no doubt see!

Thanks.