This last issue happens when you don't have there installed OS.
Now you have build EFI so you need to top a new install of the OS you will.
You can do it from CDROM, but sometimes happens even you set it in the settings that it start at connecting and use a image that it doesnt do.
You need then open VRMC nd there set the image again set both connecting and restart the VM. Then it should read it. Sometimes happens that you need to do it more times that it start working. I don't know why it happens but I have many times this problem by building a new system, and their I then do from it an template for later use again.