A virtual machine in VMware needs two files to get you started...
A virtual disk file and a virtual machine configuration file.
The former is often referred to as a VMDK file.
The latter is the VMX file.
Your VHDX file is the type of file normally associated with Microsoft Hyper-V, and is the Hyper-V equivalent of the VMDK file. You will need to find a tool to convert this to the VMDK format suitable for VMware products.
You will then need to create a VMX file. Workstation can create one of these for you, by creating a blank VM. Once you have a converted VHDX to VMDK file, you might have some luck in placing this file into the blank VM and getting it to work.