The vmdk files that you see are part of a split allocated virtual disk - the default for a virtual machine in Fusion. . A split virtual disk (the named "Virtual Disk" in a VM's preferences consists of multiple files:
- a "Virtual Disk.vmdk" descriptor file for the virtual disk
- multiple Virtual Disk-sxxx.vmdk files where each of these represents a 4GB "chunk" of the entire virtual disk.
For example, a 20 GB virtual disk for example would have 5 chunks, Virtual Disk-s001.vmdk through Virtual Disk-x005.vmdk.
What you have looks like they are part of a virtual disk of at least 40GB in size as you have 11 "chunks".
These files are necessary and you should NEVER touch them outside of Fusion. They are managed by Fusion and messing around with them is a sure way is the fast lane to a damaged virtual machine that you may never recover from.
However, these vmdk files should not normally be visible - they are hidden in a VM's .vmwarevm (or VMBundle) file. A VM bundle is in reality a type of directory or folder that the application has decided to tell macOS to make opaque. You only see the component files within the VM if you right click on the VM in the Finder and select "Show Package Contents". The size of the files that make up a virtual disk should be reflected in the size of the VM's "bundle" or .vmwarevm file.
In your screen shot you don't give any context from a Finder window as to what generated this list of files you're posting. In particular, VMBundle files are normally never seen in the same folder with .vmdk files.
What did you do to get this screen shot? It almost looks like you're running something to find large files.