The configuration of the multi-monitor comprises 2 steps :

1. Enable the multi-monitor configuration, which is described in VMware online documentation.

2. Use the second monitor with the VMware. This step appears to be a little hidden.

To enable the multi-monitor configuration :

1. Stop the virtual machine if it is already running

2. Launch Virtual Machine settings -> Hardware -> Display.

3. Set the number of monitors here and the maximum resolution of any of the monitors

   

To use the second monitor :

1. Start the virtual machine.

2. Enter Full-screen mode.

3. In the toolbar, select the "Choose a monitor layout" button, and select the layout accordingly.