The MyMusicCloud app is not yet available on the Gear 2 but should be within hours or days at the most. Samsung is expected to release it any time.
Once released, you should be able to just launch the Gear app (when connected via Bluetooth to the phone with the MyMusicCloud app open) and see the Gear app logged in with access to your music.
Hope this helps!
MyMusicCloud Support (email@example.com)