Its strange..
are you able to browse the datastore when you connect the ESXI directly with vsphere client, if your not able to do that then the permission has to given from storage.
But still when you do ssh via putty, with root crendinal it should go to browse cd /vmfs/volume..
is that the ESXi installed like boot with USB, then the VMFS wont be created, if its dont have local disk..
try the below and let us know the out come.
connect ESXi via putty
login with root and password
cd /vmfs/ --enter
what is the result ?