SME server doesn't have X-Windows GUI necessary for running console on the server. Adding X-Windows GUI to SME while theoretically possible is highly discouraged. If your want to seat at the server directly, you will be served better with generic Linux or Windows as your host OS.
In the real life, most common way to run SME is as headless server (no monitor or keyboard) tacked into server closet or remotely located at customer premises. Most administration is done remotely via SSH or Web. Virtual guest computer running on the SME-VMware server is just a convenient extra (always ON) workstation on your network or extra server, running separate from SME task ( windows application, database or similar).