From the screenshot, it looks like the VM is using virtual BIOS.
Try adding the following configuration to the vmx.
firmware="efi"
bios.forceSetupOnce="TRUE"
and change the virtual CDROM interface to SATA interface.
firmware="efi" makes the VM use virtual UEFI. This isn't just for the install process as a long term benefit it is best to work with UEFI with a modern OS.
bios.forceSetupOnce="TRUE" will power up to the virtual UEFI. Assuming the virtual CDROM is detected you should be able to select to boot from EFI CDROM. On top of that the VM has keyboard focus at this point and makes it easier to respond to the "Press any key to boot from CD or DVD..."