Hi;
I have always installed Dell EMC OpenManage Server Administrator Managed Node for Windows. (two steps process)
Dell OpenManage Server Administrator (OMSA) provides a comprehensive one-to-one system management solution in two ways:
1) From an integrated web browser-based graphical user interface (GUI)
2) From a command line interface (CLI) via of the operating system.
Check which version you have installed on ESXI, is recomended the same version.
esxcli software vib list | grep -openmanage
Once installed, you can connect to the agent on esxi via web from the Windows machine.

Simply put ESXi IP address, root and password.
NOTE: On esxi runs the "agent" but you need this tools on a Windows machine
I haven't seen that in years. ESXi no longer has a service console for a long time and therefore such software cannot be installed. Now it's all vibs and plugins. In the particular case of Dell OMSA, they need a remote administration machine where to install all these tools.
Hope it helps.