To install and run Mac OS X operating system in a VMware virtual machine on Windows/Linux/Mac OS X, you have to setup an unlock patch for your VMware product (it can be VMware Workstation, VMware Workstation Player, VMware Fusion or VMware ESXi/vSphere Hypervisor) first, so as to remove this restriction.
By default, VMware product does not support creating a Mac OS X virtual machine directly, there is no such an option at all.