Two ways to do this:
Easy way: (recommended)
In Linux, File Explorer, map a folder in Windows.
SMB://Windows_name_or_IP/folder and authenticate.
This works in my Ubuntu VMware VM and in my Kali VMware VM and my Windows 10 / 11 Host.
Once mapped, you can exchange files between the two systems.
This is easier (IMHO) than Shared Folders (which work best in Windows Guests)
Using SAMBA (not as easy):
Make a samba share from which to share files (mkdir /home/username/sambashare/ .
Set up smb.conf with browsing and user names.
Samba allows you to start in Windows and map a folder in Linux. It is trickier than the Easy Way and I recommend the easy way.
(Ref: https://ubuntu.com/tutorials/install-and-configure-samba#2-installing-samba )