I am able to see shared desktop items in my Windows virtual machine. But I don't have it in Mac OS Virtual Machine.
- Run your Mac OS X Virtual Machine.
- Once it is booted, please launch Finder.
On the top Mac menu of the virtual machine please choose Finder > Preferences > General Tab > tick "Hard disks" and "Connected servers" checkboxes.
- Now go to the Virtual Machine's Configuration> Options Tab > Sharing. Please set Share Folders to "All Disks", then tick "Share cloud folders with OS X" and "Map Mac volumes to virtual machine"
Now you should have "Shared Folders" and "Macintosh HD" shortcuts on your desktop in the virtual machine. In Shared Folders you may see "Host" filesystem.