VMware Client installation and configuration:
1- Download and install VMware Horizon client:
https://my.vmware.com/en/web/vmware/downloads/info/slug/desktop_end_user_computing/vmware_horizon_clients/2006#win64
2- Add a new server as shown below:

File sharing configuration:
1- After logon, go to settings-Sharing as shown below:

2- Add or remove the needed directories:

The shared directories and removable devices will appear on your VM as network Drives as shown below:
