Watch the video or follow the following steps:
VMware Client installation and configuration:
1- Download and install the VMware Horizon client:
https://customerconnect.omnissa.com/downloads/info/slug/desktop_end_user_computing/omnissa_horizon_clients/8#win64
2- Add a new server as shown below:

3- Once you log in to a virtual machine or to any application for the first time, a file sharing prompt will appear. Click accept.