VMWare doesn't boot Windows 10 Installer

When I try to install Windows 10 on a VM, this appears:

Network boot from Intel E1000Copyright (C) 2003-2014 VMware, Inc.Copyright (C) 1997-2000 Intel CorporationCLIENT MAC ADDR: 00 0C 29 EC 19 17  GUID: 564D036B-A131-62B4-9CG4-4BAAEEEC1917PXE-E53: No boot filename receivedPXE-M0F: Exiting Intel PXE ROM.Operating System not found

or

Network boot from Intel E1000... (etc.)

Looks like PXE...

I recreated the VM, and it gave me an EFI boot message.

Attempting to start up from:-> EFI VMWare Hard Drive-> EFI Network Boot...->...