I assume that when you say 'built-in' you mean 'VM > Settings, Options tab and select VNC Connections'.
If this is the case then the following restrictions apply:
When you use a VNC client to connect to a virtual machine, some features do not work or are not available.
- You cannot take or revert to snapshots.
- You cannot power on, power off, suspend, or resume the virtual machine. You can shut down the guest operating system. Shutting down might power off the virtual machine.
- You cannot copy and paste text between the host system and the guest operating system.
- You cannot change virtual machine settings.
- Remote display does not work well if you are also using the 3D feature.
[https://docs.vmware.com/en/VMware-Workstation-Pro/17/com.vmware.ws.using.doc/GUID-FB23927B-98A0-45E9...]