Solved: How to come out of VMware console

If you want to come out of vmware console window simply press Alt + Ctrl or Ctrl + Alt any of the two sequence will work.
If you want the movement between your host machine and VMware console to be seamless, install VMware tools in the guest VM.  This will ensure that you don’t have to press Ctrl+ Alt  every time.
Check this site to download VMware tools.