First you have to setup the enhancement accessories using tools given by VB.
Move to you home directory, and make a so-called mount point:
mkdir ~/WinData
WinData is the directory I created, and of course you can name an arbitrary dir.
Create Data Space using tool give by VB, the short cut is on the top menu. You can't miss it.
Essentially, the task is done by a mount:
mount -t vboxsf data_space_share_name ~/WinData
Done.