Can’t Boot VMware ESX Virtual Machine from CD or ISO image

Here what you should do:

First make sure that CD room or image are selected as "Connected" and "Connect at power on"
By default VM machine tries to boot first from attached CD device

If you still can't boot navigate to Options>Boot Options and in the right pane under "force BIOS Setup" select "The next time the virtual machine boots, force entry into the BIOS setup screen"

After you start VM machine you will be able to access BIOS settings and Edit boot priority.