You can use the VMware vCenter Converter tool to migrate the VM's from Xen to VMware.
If you are using windows server install the convert on each server and initiate the conversion.
As per my knowledge you can not convert the VHD/VHDX to VMDK.
I already have vmware vsphere converter , but I couldnt convert xen vms as the options available is vmware infrastructure , vmware workstation , Hyper-v.
also, what do you mean by installing on windows server and on each host ???
Yes, you need to install on each windows server. There you will get the option for Power-On machine and select "This local machine".
I have converted many Xen windows severs to VMware in past.
Yeah, got it.
This is for windows server,what about linux vms , as I have many linux vms on xenserver.