The problem is that VMWare will not ask for permission to do screen recording, which is necessary for it to display the guest OS. I found this technique somewhere on the web; I did not originate it:

"
Hey guys.

After hours of research this solution works for me:

1. Install VMWare.
2. Restart computer and go to Recovery Mode (hold CMD+R when computer starts until you see an Apple logo).

Note: If you're using OpenCore, booting into the Recovery partition is an option on the boot picker. Select the Recovery volume there.

3. Go to top menu and choose Utilities and then Terminal.
4. Turn off SIP with this command:

csrutil disable

5. Go to top menu and choose Apple Logo and the Restart.
6. After macOS starts normally open /Applications/Utilities/Terminal.app and paste this commands:

tccutil reset All com.vmware.fusion

sudo sqlite3 "/Library/Application Support/com.apple.TCC/TCC.db" 'insert into access values ("kTCCServiceScreenCapture", "com.vmware.fusion", 0, 1, 1, "", "", "", "UNUSED", "", 0,1565595574)'

sudo sqlite3 "/Library/Application Support/com.apple.TCC/TCC.db" 'insert into access values ("kTCCServiceListenEvent", "com.vmware.fusion", 0, 1, 1, "", "", "", "UNUSED", "", 0,1565595574)'

sudo sqlite3 "/Library/Application Support/com.apple.TCC/TCC.db" 'insert into access values ("kTCCServicePostEvent", "com.vmware.fusion", 0, 1, 1, "", "", "", "UNUSED", "", 0,1565595574)'

7. Go to Recovery Mode (hold CMD+R when computer starts until you see an Apple logo).
8. Go to top menu and choose Utilities and then Terminal.
9. Turn on SIP with this command:

csrutil enable

10. Restart.

VMWare should works fine now."