Fusion shared folders give you the ability to share a folder on your host Mac to the VM. It does not provide a way to share a folder in the VM back to the host Mac.
To share a folder on your Windows VM to your host Mac, you can configure file sharing in the VM and specify which folders you wish to share. Then access the folder shares from Windows using SMB on the Mac.
Alternatively you can use a mirrored folder configuration. Mirrored folders match key folders in the virtual machine with their corresponding Mac folders: Desktop, Documents, Downloads, Movies, Music, and Pictures. See https://docs.vmware.com/en/VMware-Fusion/13/com.vmware.fusion.using.doc/GUID-6F5059DD-5449-4820-AAE8-F541C229AEDE.html
Or... if you have a Microsoft 365 account, use OneDrive. Or use Dropbox, or even iCloud Drive.