Click the Parallels Desktop icon in the menu bar and choose Configure.
If the Parallels Desktop menu bar is visible at the top of the screen, choose Actions > Configure.
Click Options and select Sharing > Share Windows.
Select Share Windows network drives with Mac and Share Windows-connected drives with Mac.
When you connect to a network drive in Windows or connect an NTFS drive to Windows, these drives become available in macOS. To access them, go to the Finder sidebar > Shared section and click the virtual machine name.