Instructions
1) Open Microsoft Remote Desktop from your Applications folder, Dock, or Launchpad.
2) Click the pencil (edit) icon on the remote computer.
3) Under the Folders tab, check the box next to "Redirect folders". Then, click the plus icon (+).
4) Choose the folder that you would like to be able to access on the remote computer, and then click Open.
5) Your selected folder will be shown on the list. You can repeat Steps 3 and 4 to choose more folders that you would like to share.
After you are done selecting, click Save.
Outcome
The selected folders on your Mac will be accessible when you connect to the remote Windows computer. You can find them in the File Explorer.