Maybe I'm just missing something, but I did not yet find a way to make my entire C-disc from WinXP visible for the Mac. This means when running in the outstanding coherence mode I would like to place a symbol for the C-drive just next to the symbol for Macintosh HD to be able to access my Windows files directly. Even better, I would like to have all the folders I have neatly set up on my Windows desktop displayed on the Mac desktop too! This way the look & feel of my desktop would be the same in Mac as I am used to on the PC. When trying to make my entire C-drive a shared folder I get a message that this may create a problem.
If you can get your sharing straightened out, you can mount your Windows administrative share (or whatever share you like) using cifs/smb. Normally your entire C: drive is shared as a hidden share. smb://machine_name/c$. I use Mac-FUSE + NTFS-3G for my Parallels/Bootcamp Windows XP NTFS installation on a MacBook Pro. This works nicely for me. I have not tried this on a pure Parallels installation of Windows XP however. Good luck!
Depending upon how you network your VM's (shared network or bridged) you can just go to the finder and "Go to server" and do your "smb://<ip>" or just "smb://<computername>" and then it'll let you connect to your windows shares. I just did it last night. Works pretty good but I still just like the whole drag and drop feature too.
You're hoping to have the C-drive from Windows visible and integrated with macOS, particularly for accessing files easily in coherence mode. Here's how you can achieve this setup with the c drive in mac, along with some clarification on the warning about sharing your entire C-drive https://www.handyrecovery.com/files-disappeared-from-external-hard-drive-mac/ . Let us know please if it works.