Trying to share memstick

[PowerRangerJedi]

I just downloaded PPSSPP and had the idea of using the same memstick on windows and android. I figured if I go into the directories i could move the save file between the devices and keep playing the same saved game. However I cannot find any PPSSPP data or directories on my android device when I connect it to my windows machine, nor did i find any option to load a memstick from another location. (ie on the windows version, File > Open Memory Stick)