The internet is just one of three entries for malware.
Another door is the local VM-internal network.
Finally do not forget portable USB-devices and CDs.
So the answer to
> if my server is not connected to the internet, is it save from viruses and other security threats?
is a definitive NO.
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Do you need support with a VMFS recovery problem ? - send a message via skype "sanbarrow"
I do not support Workstation 16 at this time ...