There's a list of things that has to be correct before it works.
For DirectX 10 or OpenGL 3.3 support in a virtual machine:
macOS 10.10 or greater
Intel: HD4000 or newer Nvidia: 650M or newer AMD: HD 5770 or newer
Virtual Hardware set to version 12
VMware Tools updated to the latest
VMware Workstation 12.x or Fusion 8.x
In addition to all that I am not so sure that the drivers for Windows XP have been updated to include openGL 3.3 support, my suspicion is that you need at least Windows 7.
But I'll happily be proven wrong in that suspicion.
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XP peaks at OpenGL 2.1, we do not have support for OpenGL 3.x in XP.
DirectX also caps at DX9 for XP.