If you run into this issue, follow the instructions HERE. It is common however for the Virtual Machine to then have an issue shutting down, where it continuously restarts. If you wont get solution with it, you can go for system preferences and get security and privacy options as the icon. If the toolbar isn't visible, you need to exit full screen, or move the mouse cursor up towards the top of the screen until it shows up. You can access Windows by restarting your Mac and pressing and holding the Option key.
When Parallels opens back up it only gives the option to resume the machine that is 'Suspended' but not actually shut down.
Note that heating up and running fans are not abnormal since everything is.
When a Parallels Virtual Machine is left unattended for a long period of time, it is common for it to get stuck on a black screen, where closing the application, restarting, and reopening will not fix the issue. This essentially enables a Mac to run more than one operating system. This document details how to fix the common issue where a Parallels Virtual Machine is stuck on a black screen. Resolution Repair possible macOS file system issues, as some Parallels Desktop files may be affected by these issues: Boot your Mac to Recovery mode this way.
