Are you planning on running more virtual machines inside your Windows Server 2012 R2 virtual machine? In order to "nest" virtual machines like that, you'd need to use Hyper-V or VMware Workstation or Oracle Virtualbox on Windows Server 2012 R2. You've posted in the "Nested Virtualization" part of the forums, so it sounds like you might intend to do so, but you don't explicitly mention as such, so I figured it was worth checking in case there is a misunderstanding.
If you plan to "nest" virtual machines like that, you'll need to upgrade your host to a newer CPU. Your Penryn/Harpertown Core 2 Duo processor lacks the Extended Page Table (EPT) capability required by VMware's virtualization engine in order to support nested virtualization (virtualized VT-x). There is no configuration option you can use to work around the lacking CPU feature... your only options are to move to a newer CPU or to drop your requirement for nested virtualization.
If you do not intend to nest virtual machines inside your Windows Server 2012 R2 virtual machine, you can disable nested virtualization in Virtual Machine > Settings..., choose the Processors and Memory category, expand Advanced Options at the bottom of the window, and untick Enable hypervisor applications in this virtual machine. That should allow the virtual machine to power on without the warning that you're receiving.
Cheers,
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Darius