So you can share files from the mac with windows via VMWare sharing. To share windows files with the mac, you need to use windows sharing in the guest, then mount that as a network drive on the mac.
No - that was an issue related to an undocumented problem/bug when importing a virtual machine from Parallels.
Now I'm looking for how to enable Windows to open files on macOS from other locations than the typical shared folders like Desktop and Documents.
So you can do that via network sharing, as if the Mac and Windows systems were both physical.
On Windows, share a folder: https://support.microsoft.com/en-gb/help/4092694/windows-10-file-sharing-over-a-network
Then connect your Mac to that shared folder: Connect to a Windows computer from a Mac - Apple Support
Unfortunately it does not work, even if sharing to 'everyone' the Folder; the virtual computer don't show up when I browse the network.
Try the smb:// option, and if that doesn’t work make sure the Windows firewall is allowing connections from the network that the Mac is on.
In addition to what has been said, you can also used VMware shared folders.
In that scenario you are saving your files directly to a folder at the host, not in the guest file system.
Depending on some requirements this can work either pretty well or -in the case of some heavier use- not exactly satisfactory.
For me it normally falls in the "pretty well" scenario, but I do not run databases on there nor do I use folders with thousands of files in those shares.
In order to setup shared folders, you go to menu "Virtual Machine" -> Sharing -> Sharing Settings.
Make sure the "Enable Shared Folders" is already checked (I think it is from your original post) and then add new shares via the "+" button.
With that button you can add folders at your host, to become accessible to your guest. Either "read&write" or "read only".
These shared folders will then show up in your guest, Windows Explorer -> This PC -> Network locations
Normally I would exclude those folders from antivirus products in the guest (as it can seriously slow things down)
Hope this helps,
Wil| Author of Vimalin. The virtual machine Backup app for VMware Desktop Products
| Vimalin : Automated backups for VMware Fusion and VMware Workstation and Player
| More info at https://www.vimalin.com
| Twitter @wilva
| VMware Wiki at http://www.vi-toolkit.com
FWIW, that's exactly the method I use, because it 'just works'. Windows file sharing over networks with mac's can be a challenge, even without a VM involved.