You'll have to disconnect the Windows 10 ISO DVD before you can run the VMware Tools installer as it is using the same virtual DVD drive.
Like in the physical world where you first had to eject the old DVD before you could put a new one in.
In order to remove the Windows 10 ISO, go to menu -> Virtual Machine -> CD/DVD -> Disconnect
Then try "Install VMware Tools" from the menu again.
Wil| Author of Vimalin. The virtual machine Backup app for VMware Desktop Products
| Vimalin : Automated backups for VMware Fusion and VMware Workstation Professional
| More info at https://www.vimalin.com
| Twitter @wilva
| VMware Wiki at http://www.vi-toolkit.com
that got me on the right track.
Afterwards I could mount the "windows.iso" and could find the setup that I needed to install the VMWare Tools.