Sometimes it's easy to share files:
You just pick a directory, set Auto-mount "Yes" and Access to "Full" and hit OK.
For some of us, depending on versions of VirtualBox, the VM and host operating system; things might not work. It also can get broken when host operating system or VM updates.
Log into the VM as root and try this (if it's HDP sandbox or another running Centos).
cd /opt/VBoxGuestAdditions-*/init sudo ./vboxadd setup
modprobe -a vboxguest vboxsf vboxvideo
rm -rf /media/sf_Downloads
mount -t vboxsf Downloads /media/sf_Downloads
For me that worked and my Downloads directory was shared so I could move files to my Sandbox and off for development.
There are some other things you can try and certainly rebooting everyone helps. For me, this worked fine.