No need or use for VMWare - just follow the instructions for where to place the files within your Illustrator directories. Let us know if you have any problems.
Good point about VMWare, although since we no longer provide the self-installing windows versions, this isn't really relevant anymore. Now you simply unzip the downloaded file into the appropriate folder on either platform and you are set.
Just to follow up on Jan's other question about larger previews, all our symbols are now in our image library so it is now possible to search and browse them all. You could also try our online diagram creator which replaces the need for Adobe Illustrator and provides a built in search function, as well as much larger thumbnails.