You'll need to find your LW saved folder. In LW tools > options > saving shows you the location. By default it's C:\Documents and Settings\your name\Shared (in Windows). In LW's library, click on Saved Files then click Explore. Now your saved folder will open

To transfer files from LW, open that saved folder & transfer from there.

To add files for sharing, add them to your shared folder (tools > options > sharing will show you the location - by default it's the same as your saved folder).
Or you can add more folders to share by going to tools > options > sharing, click on the Add button and browse for folders that you want to share. Click Apply to save a change.
How to Share Folders (click on link)