Depending on which VMware product you're using, when you download it from VMware you should have a choice between Windows (.exe) and Linux (.rpm). In this case, download the Linux version since you're on a Linux OS.
There are also alternatives to VMware products, such as VirtualBox
. VirtualBox is pretty popular and definitely favoured by the Linux community; it's also well documented and heaps of installation guides have been written already.
To get you started, here's a guide to installing VirtualBox on Ubuntu
Also, make sure you read the documentation and FAQs provided by the developers of whatever you decide to install. Chances are they've written some installation guides which will be helpful to you in this learning stage.
Let us know how you go
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