This article explains how to show Parallels Desktop Network Adapters in OS X Network Preferences.
Please note that this feature is available only in Parallels Desktop Pro and Parallels Desktop Business editions only.
The Parallels Shared and Host-Only network adapters are created on your Mac during the Parallels Desktop installation. By default, these adapters are not shown in the Network pane of your Mac's System Preferences. To make them visible, do the following:
Start Parallels Desktop.
Go to Parallels Desktop menu on the menu bar > Preferences > Network
Mark Show in System preferences check-box.