Yes, this is possible. If you set up shared networking for the guest operating system it shares the network connection of your Mac and you can access all network resources that are accessible from OS X.
Note that if you are using remote DNS for your VPN connection, you will need to manually enter the DNS server in your guest operating system in order for it to work – there is no way for VPN Tracker to “transmit” this setting to the guest operating system
For information on how to set up VPN Tracker with Parallels, check out our VPN Tracker with Parallels Configuration Guide.