This article explains step-by-step to save/ upload a file to/ from a local folder in WVD.
Procedure
Input the correct path to the folder on your PC: \\tsclient\file location path on your local desktop.
Alternatively, you need to select your PC in the Menu > Disk C > Users > Your PC Profile.You can add the selected folder to favorites for quick access by drag and drop.
Alternatively, you can create a local shortcut to this path \\tsclient\file location path on your local desktop.