Follow this https://ubuntu.com/tutorials/how-to-run-ubuntu-desktop-on-a-virtual-machine-using-virtualbox#1-overview. Assuming you tick the guest additions, it will all be setup.
Then setup shared folders:
Then reboot your machine.
The shared folder will appear:
It will be located in /media/sf_USERNAME
.
Go here https://developer.microsoft.com/en-us/windows/downloads/virtual-machines/
Set it up.
Create your shared folders: