Help configuring for Quicken

Running trial version Parallels 14. The only thing I want to use it for is to run Quicken windows.
I noticed at setup it copied all my mac files and desktop files onto Parallels. I went into configure-Sharing- share Mac and unchecked all buttons and under share folders I have None.
Under share windows I still have Access windows folders on mac and Share one drive with Mac checked
I can back up quicken file to external drive, but can't seem to backup quicken to Parallels desktop.
Can some recommend how I can do that?
Also, when I open Parallels my Mac dock shows a one icon as parallels desktop and another icon showing windows 10, is that what it should show as open, when I open Parallels.

I am not sophisticated in running these operations, any direction you can share on configuration would be appreciated.

 

not sure about the backup issue, if you click windows icon it will open parallels if it's not running.

 

Hello, how would you like to back up Quicken to Parallels Desktop? Did you get any specific error message maybe?