The ESXi installer must be accessible to the system on which you are installing ESXi.
The following boot media are supported for the ESXi installer:
Boot from a CD/DVD. See Download and Burn the ESXi Installer ISO Image to a CD or DVD.
Boot from a USB flash drive. See Format a USB Flash Drive to Boot the ESXi Installation or Upgrade.
PXE boot from the network. PXE Booting the ESXi Installer
Boot from a remote location using a remote management application. See Using Remote Management Applications