https://support.eset.com/kb5920

If, after installing ESET Virtualization Security, clients do not display as protected in your environment, make sure that you have installed the VMCI driver as part of VMware tools for these clients.

During installation of VMware tools, you must select a Complete installation, not a typical installation for this driver to be installed.

See the following article by VMware for step-by-step instructions. In step 5 select Complete rather than Typical:

Installing VMware Tools in a Windows virtual machine (1018377)