Sharing a windows VPN with macOS Monterey

Hello,
I'm running Parallels 18 with the ARM version of Windows 11 on an M1 MacBook Pro (Monterey)

For security reasons, my company's VPN only works in a windows environment (and that's the reason why I have to use Parallels+windows in the first place).
What I'd like to do: Connect to the VPN using Windows 11 and "share" that VPN with macOS so that I can for example use finder to browse network folders only accessible through VPN

Would that be possible? Complete parallels/windows newb here

Thanks!