I'm using CPU. Inside the VM I used these instructions from @abit and @joseph to get the patched version of steemd compiled and running.
Patched mining code: https://steemit.com/mining/@abit/steem-v0-16-0-brief-mining-guide
Compilation instructions: https://steemit.com/steemhelp/@joseph/mining-steem-for-dummies
For setting up the vm, this link might also be helpful for you, although I used virtualbox instead of vmware, and I found that I had performance issues until I put the VM onto a different disk from the windows operating system and swapping.
https://steemit.com/steem/@pfunk/guide-maximize-your-mining-hashrate-in-windows-by-mining-steem-in-a-vm