P
Parallels User
Click the Desktop Mac HD icon instead of the Finder icon, it will open your file system at the root and not at /Users/<Username>/, then navigate to Library.
Or...
Click the finder icon then, click 'Go'>'Go to folder' in the top menu bar, then type /Library/Parallels/.
Or...
Click the finder icon then, click 'Go'>'Go to folder' in the top menu bar, then type /Library/Parallels/.