When you select a custom configuration, the New Virtual Machine wizard prompts you to configure a hard disk for the virtual machine.
Virtual hard disks are the best choice for most virtual machines because they are easy to set up and can be moved to new locations on the same host system or to different host systems. In a typical configuration, Workstation Pro creates a new virtual hard disk for the virtual machine.
In some cases, you might want to select an existing virtual hard disk or give the virtual machine access to a physical hard disk or unused partition on the host system.