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.
Start the virtual machine, the Plop Boot menu appears. Select USB.
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Connect the USB drive to your virtual machine and wait until its connected
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The Plop boot manager detects the USB Drive and boot up the virtual machine.
Michael