Access to shared folder from local network

I am using Windows 10 and Ubuntu 20.04 both connected on the same Wi-Fi.

I need to be able to share files from win to Ubuntu and vice versa.

I am trying to follow the steps here which seems every straighforward but when I try to add network location, a window security pops up and asks for credentials (username and password). I have tried to enter my Ubuntu login username and password but it did not work.

What are these credentials that I am asked to enter? Is it something I need to figure out from my Ubuntu machine or on my win?