Q: How can I access files on my mac using microsoft remote desktop app?

I am using a Macbook Pro OS X Yosemite and recently installed the Microsoft Remote Access application (version 8.0.19). I need to be able to access files/documents etc. that I have saved on my mac while I am in the Microsoft interface as well as access files I have been working on while logged into the Microsoft Remote Access and transfer them to my mac. Is anyone able to help me with this?

I have turned off my firewall under system preferences and clicked the checkbox to allow remote access. I do not know what needs to be done to access the files after this step. Also, I do not consider myself to be very knowledgable beyond basic computer functions, so if you are able to answer my question I would very much appreciate a detailed answer that would not assume I know certain things.

Thank you in advance for your help!