Just installed docker desktop for windows , do not see many of the options like shared folder

You’re looking at screenshots of old versions.

To mount a folder into a container you use the -v parameter for docker cli or the volumes parameter in a compose file.
Example:

PS> cd C:\Users
PS> docker container run -v "$(pwd):/data" debian ls /data

Mounts the current folder into /data in a Debian container and lists its content.