So I just got Yosemite up and virtualized in ESXi.
However, I am using workstation as a console like the KB says to do after 6.5.
So the benefit of the workstation is that sound can come out if you add the adapter. This works just fine with a window$ VM. (BTW the documentation says it shouldn't work)
In the yosemite VM it just produces a white-noise static when the sounds should be played.
This tells me that it is a driver issue, and should be able to work in theory.
However, does anyone have experience with VMWare workstation and the sound in OS X?