Ah ... the files in windows initially go a level above shared & are moved later AFAIK. Have you tried selecting the Shared folder & pressing the Explore button. This will open the folder up for you. Same as if you do it with the Saved Files folder or audio folder, etc. Excuse the reference to LW but the principle is the same: Sample image here:
Using Library Explore button to access downld folder (click on link) & the folder will open up for you.