If you build out the VM using this ISO:
Folding@Home - Native Folding Image - LinuxForge.net then the sharing and all will be done for you already :)
Plus folding runs better in Linux vs Windows anyways. I take it your folding on the hypervisor directly and not via VMs? I don't think that's a good idea at all, as the folding process likely has higher priority than the Hyper-V process.
By using Hyper-V's resource priorities, you can set the folding VM to the lowest possible, so it won't impact any other VMs.