Shared Documents

I have set up shared permissions on Mac preferences and my virtual Windows screen has an icon " Shared Documents whatever. So where to I go from here. I would simply like to takes a digital image (jpeg) and use Adobe Photoshop to modify.

Have I got my head in the clouds, or is this not what is meant by "Shared" ??

 

If you glance down the forum a few posts, you might see this thread

 

Thanks purplish. I forgot I downloaded the full Parallels user guide and once following page 30-31 bingo. Simple as 1,2,3. I don't know what the Parallels tool bar help is about (explorer screens) because it had no mention of shared files.
Thanks again