Hi JD,
I will talk about FaceGen Artist which is the program used to create custom faces for Daz Studio Genesis 1,2,3 and 8 figures (latter 2 require pro version).
It's a Windows-only program that is designed to work with Daz Studio Windows version.
.FG files are FaceGen internal files to store the face and have nothing to do with Daz.
Exporting is done from the 'File' -> 'Export' tab and choosing the tab for the desired figure.
Exporting writes files into one of you Daz Content Directories (the program lets you choose which) from which Daz Studio for Windows can load them.
The paths for the Daz Content Directories are found in the Windows Registry under:
\\Software\Daz\Studio4\NumContentDirs
\\Software\Daz\Studio4\ContentDir#
So if you goal is to get FaceGen Artist under Parallels working directly with the MacOS version of Daz Studio, you will need to discover your MacOS Daz Content Directory, then manually add it to the Windows registry (using a path accessible from within parallels) and hope that the formats are the same between the Windows and MacOS versions of Daz Studio.
Please let us all know how it works out !
Best wishes,