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VMware Fusion is only the hypervisor which provides you with the ability to install, and run virtual machines.
The installation, and configuration of operating systems within the virtual machines is similar to installing physical systems, i.e. you'll need the appropriate OS installation images.
In case you have an ISO image for a specific OS, attach it to the VM's virtual CD-ROM drive, set it to connect at power on, and then boot the VM from this image to install the OS within the VM.