Step 1 – Open an application from within your WVD Remote Desktop Application

Step 2 - Inside the application go to File > Open

Step 3 – Expand the arrow at This PC and search for C on "Your Computer Name" (Do not click Windows (C:) )

Step 4 – Click the drop down arrow on C on XXXXX and browse down to the Users folder and find your user profile to get into your "My Documents" you will then see the folders for all of your local files.
