If you are trying to deploy a VPN Concentrator on a ESX cluster that does not have DHCP enabled, you will have to move the image to a segment that does have DHCP and then migrate it back to your production network. You can accomplish this by enabling the DHCP server role temporarily on your production network and setting the scope to a single IP address. This will give the VM a temporary address that can then be access through a HTTP web browser and configured with a static IP address.
If this is not an option create a new virtual switch with an attached DHCP server separate from your production network. Deploy the VPN Concentrator image on your isolated segment from your Datastore and ensure it gets a DHCP address. Assign a static IP address by accessing the address obtained via DHCP with a web browser. Once the configuration is saved you can stop the VPN virtual machine. On your production network deploy the VPN image from the same folder on the Datastore that you used on the isolated network (it will now contain files containing your Static IP address).
If the above are not an option then you must launch the VMware Player image on a device that could have DHCP capabilities, such as a laptop on any LAN segment. Open a web browser and enter the address received via DHCP to configure the VM with the static IP address that you would like for your VPN Concentrator. Next copy the entire folder that you deployed the VM image from (it will now contain other files that hold the local configuration). Copy this entire folder to your ESX datastore and deploy a new VM from the virtual disk image. Its static IP configuration will be preserved.