I don't have Fusion, but I'm guessing they meant to edit the .vmx for the specific virtual machine definition, not the one baked into the VMWare application package. According to their
Knowledge base they are located under your "~/Documents/Virtual Machines". Each VM is probably a package in that directory. So right-click to open the one you want to edit. Hopefully there is just one .vmx immediately visible. Right-click to Open With TextEdit. You may have to select "Other..." to choose TextEdit.