Hello.
If you are using a light virtualization
systems like Shadow Defender is important to know that creates a virtual copy of the same OS with the same files, so it is very important to disconnect internet if you test the malware to prevent leakage of sensitive data.
The best thing is to configure a virtual machine like VirtualBox or Vmware without sharing between Guest and Host.
Once installed the system, Guest additions and extensions (drivers ) care must be taken not to create links (network drives or otherwise) between the Host system andvirtualized (Guest)