When you are using Parallels on your Mac, it's kind of a pain to share information between your Mac and your Windows instance in Parallels. But you can use the Shared Folders functionality in Parallels to make it a whole lot easier to share drives. With Parallels open, go to the menu bar and select "Devices -> Shared Folders -> Add...". In the window that opens, enter the "Path" as /Volumes and give a descriptive name.

Once you do this, all of the drives on your Mac will now be accessible from within Parallels, including removable drives like USB drives. To get to them, click the "Parallels Shared Folders" icon on your desktop. Bam. There's all your drives and files.