1. Open Microsoft Remote Desktop for Mac

2. Goto "My Desktops" and choose your Connection Entry

3. Click on "Edit"

 

4. Click on "Redirection"

5. Make sure "Enable Folder redirection" is checked

6. Click on “+”, Select the “Path” you want to redirected.

7. Click "OK"

8. Now you should see the folder e.g.

9. When you connect to the Remote Computer you can see under "Computer" the redirected Folder.....