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VMware Tool doesn't install

I have a virtual machine with Windows XP. And my host computer is on Windows 10. I'm using VMware version 14. I'm trying to setup a shared folder for my virtual machine and faced with an issue that Shared Folder doesn't appear on my VM. I've started investigate and found that VMware Tools are not installed on my VM. When I go Player -> Manage -> Install VMware Tools -> nothing happens. I don't see any pop-up windows with installation. It seems like virtual CD is inserted but nothing more. I can't see it in My Computer. What did I miss?