The BIOS of the VMware Workstation does not support to boot from a USB drive or stick which is connected to a virtual machine.
But there is a workaround:-) Use the Plop Boot Manager. Download the latest ZIP File and extract the plpbt.iso file. This contains a CD image which starts plop boot manager. Connect the iso file as a virtual CDROM to your virtual machine.
Continue reading VMware Workstation: Boot a virtual machine from a USB drive/stick