The virtual server hypervisor has no real bearing on whether ColdFusion can be installed or not; it's the operating system that is installed in the virtual server that counts (e.g. Windows, Linux, Mac OSX). From personal experience I can say that ColdFusion 10 installs fine on supported Windows OS's (Windows Server 2008R2 and Windows 7) running on both VMware vSphere (ESXi) and VMware Workstation.
-Carl V.