Using Powerpoint document stored on the Mac side

I want to access a PowerPoint document that is saved on my computer. The document is on the Macintosh side. I want to open it in Parallels and then save it to its original folder on the Mac side of the computer. How do I do this?

 

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Parallels Desktop for Mac user guide from http://www.parallels.com/en/download/file/doc/Parallels_Desktop_for_Mac_User_Guide.pdf on page 169