WebDAV is used for the web interface, when uploading or downloading files through the web browser. It can also be used to mount the drive remotely, unlike Samba, which can only be used on the local network. However, the transfer rate is much slower and there are other limitations (e.g. file size) as well.
The WebDAV service is enabled and running by default. There are no settings to configure on the network drive.
With a 3rd party WebDAV client, it's easier to manage multiple accounts and once you have setup an account, you can connect to it with a simple click of a button, without having to re-enter all your login credentials again. If you already have a WebDAV client or a FTP client that also supports WebDAV, simply use your preferred program. If you are still looking for a client, you could try the free program Cyberduck.