We have tested it with VMWare and did not encounter any problems.
There can be several reasons why the auto-detect is not working:
1. Windows firewall might block it
2. Linux firewall might block it
3. Some antivirus software might block broadcast packets
The easiest way to fix it is to add another host-only network card to VMWare. Ensure that it gets a valid IP address by running sudo ifconfig. If not, run sudo dhclient to re-acquire a dynamic address.
Note that if the build server is not printing “discovery request from …” messages, the packets don’t reach the VM, and if it is printing this but nothing is detected, the problem is on the way back.