We apply the refined composite multiscale entropy (MSE) method to a one-dimensional directed small-world network composed of nodes whose states are binary and whose dynamics obey the majority rule. We find that the resulting fluctuating signal becomes dynamically complex. This dynamical complexity is caused (i) by the presence of both short-range connections and long-range shortcuts and (ii) by how well the system can adapt to the noisy environment. By tuning the adaptability of the environment and the long-range shortcuts we can increase or decrease the dynamical complexity, thereby modeling trends found in the MSE of a healthy human heart rate in different physiological states. When the shortcut and adaptability values increase, the complexity in the system dynamics becomes uncorrelated.