VPN Access on Parallels

Good morning all!
I have a quick question which I'm hoping has a simple answer.
My issue is this: I normally work off a Mac. When I need to access files on my company server, I use a Windows surface laptop for which I need to turn on a VPN connection, then I connect to folders which are mapped to my desktop. Once I installed Parallels on my Mac, I added a VPN connection using the same credentials from the Surface machine. The VPN I setup on Parallels shows that it is connected but when I attempt to map the folders, it says it cannot find the folder/machine.
I would greatly appreciate any guidance that the community can offer!
Thanks in advance.

Dominick