When you connect your devices, Parallels should have a "list", find that list, and tell Parallels that you want "this device" to be connected to Windows 7. You need to understand, you are running Windows 7 under virtualization, it means that Windows 7 is not running on your Mac's hardware directly, it's running on top this Parallels software, this Parallels software will provide Windows 7 the hardware it can "see". So, whatever hardware you want to "plug" into Windows 7, you need to tell Parallels that "this hardware" have to connect to Windows 7.
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