Just append an ampersand ("&") after the command you're using to run it.
For instance, instead of:
That frees up the terminal and then you can close it, and VMWare will remain running. But you're definitely better off making a new launcher for it... although honestly, you shouldn't have to. When I installed it, several new launchers were automatically added to my Applications menu under System Tools: VMWare Player and VMWare Workstation.