Hello,
Of course there is another way, assuming you have adequate licenses (I have them so I didn't worry), on my Windows desktops (running on ESXi HOSTs) I have installed the "Horizon Agent" and the "Horizon Agent Direct-Connection Plug-In". Otherwise I'm afraid you will have to look for other tools to achieve the same result.
Once upon a time, in ESXi (supported or not) we could use the built-in VNC server (which worked quite well) to have direct access to the VMs, which was first deprecated and then removed (how and when who remembers).
Regards,
Ferdinando