Now I solved the problem by myself.
The reason to my problem was that I have installed a new Solid State Drive from Samsung with 500 GB storage. This drive operate more than 10 times faster and by this reason I wanted to use that drive for my Virtual OS in VMware 14 Player as well for increased speed.
By mistake the Linux.ISO and the vitual machines landed in the very same map. And the Linux CD ISO was not possible to write any installation files into it.
Now I created a map called Linux into the SSD C: disk vhere the linux.ISO file is stored. The linux istallation was addressed to the virtual machines map where I have the other virtual OS stored.
By this fix it was no problem with installation.
This case is now solved. It can be left for other to get help from for some time.