miksoftЕсли очень хочется, то можно. Правда, я не уверен, что это официальная возможность.
А можете дать ссылки почитать? Понадобилось. :)

miksoft,

это ESX, я про ESXi. :(

miksoft,

ESXi тем и отличается от ESX, что в нём вырезан Линукс и поэтому нельзя локально подключиться. :( Четвертый.

miksoft,

http://www.vmware.com/products/esxi/uses.html
What is the difference between VMware ESX and VMware ESXi?

VMware ESX and VMware ESXi are both bare-metal hypervisors that install directly on the server hardware. Both provide industry-leading performance and scalability; the difference resides in the architecture and the operational management of VMware ESXi. Although neither hypervisor relies on an OS for resource management, VMware ESX relies on a Linux operating system, called the service console, to perform two management functions: executing scripts and installing third party agents for hardware monitoring, backup or systems management. The service console has been removed from ESXi, drastically reducing the hypervisor footprint and completing the ongoing trend of migrating management functionality from the local command line interface to remote management tools. The smaller code base of ESXi represents a smaller “attack surface” and less code to patch, improving reliability and security. The functionally of the service console is replaced by remote command line interfaces and adherence to system management standards.

View a detailed comparison of VMware ESX and VMware ESXi management.