How did you deploy a new VM? Did you right click on the ESXi Host and choose NEW VIRTUAL MACHINE? If so, no OS gets installed. After the VM is created, you then need to install the OS using media however you normally would (CD/DVD Mounted in your PC/Server, ISO, PXE, etc)
If you have DHCP and PXE setup, it's possible you have a deployment solution setup that when you PXE boot it pushes Win7.