Since, in theory, you can install PowerShell on the VCSA, you could run PowerCLI scripts on the VCSA.
But I strongly advise against that!!!
You should treat your VCSA as a black-box, and changes you make will most probably void your support.
You can run PowerCLI scripts on any server, as long as they can connect to the VCSA.
I would advise using a dedicated server (Windows or Linux), or even a container, to run your scripts.