Branching to a new discussion.
Moving this discussion to the Photoshop Lightroom forum.
VMWare makes the Mac folders available to the Windows virtual machine through the use of Windows network drives. When you're in the Windows VM and open a Mac folder, even though that folder is on the local disk of the host Mac, Windows is accessing that Mac folder using a Windows network drive.
LR doesn't allow catalogs to be stored on network drives. So the LR running inside Windows can't access a catalog stored in a Mac folder.
However, you can store the catalog on the C: drive of the Windows virtual machine. Do File > New Catalog and navigate to a desired folder on the C: drive for the location of the new catalog. Alternatively, you can use Windows File Explorer to copy an existing catalog from a Mac folder to C: drive folder and then open that catalog in LR.
Note that it's only the catalog file proper that needs to be on the C: drive -- LR is perfectly happy access the photos referenced by the catalog on a network drive.