Veeam's software can be either a Windows VM or physical system. If you have more than one host, you can get the licensed version of ESXi and get it with HA to prevent a single host loss killing your environment (it all goes dark)... IF you have shared storage, where the VM's live, unless THAT gets seriously boned, losing a host is a non-issue.
With ESXi you install virtually nothing extra ON the host itself. You run other items either on VM's or as virtual appliances.
If you're in a production/company setting, then you really should have purchased licenses for ESXi, as well as things like vCenter, shared storage, proper networking, etc. IMO, all part of VMware design concepts (not even 101 level)... There's plenty of documentation available, for free, on the main pages. I suggest you read up on how ESX/ESXi work and how you get things to work to survive a host failure/loss. IME, these are not difficult concepts to grasp.
If you continue to have issues figuring out Veeam, contact them about where to set it up. Although I believe their online documentation goes through that pretty well too... Hate to say it but, RTFM!