Download the .iso file from Fedoraproject website and instruct vmware to boot from the image in the settings. You should be able to boot from live CD or the DVD. Once booted, you can follow the on screen instructions.
I assume you just want to try Fedora first as a VM. I would recommend allocating about 10 GB virtual hard disk space (Fedora needs about 4 GB in the default GNOME install).
Hope this answers your question.