You don't need to install any 3rd party drivers into the Virtual Machine for the virtualized hardware (video card, sound card, network adapter, keyboard and mouse) as Parallels Tools package provides all needed drivers for these devices. Also there is no need to install any 3rd party software to provide VM networking. Installing 3rd party drivers for them may cause driver conflicts and unexpected problems with guest OS.
To install Parallels Tools click on the "VM" item on the Mac menubar when you have VM with guest OS (Windows) running and you are logged into the system and select "Install Parallels Tools" option from the menu.
If you're trying to plug an USB device to the VM, you should install drivers for it into the Guest OS.