With iCloud and iOS 5 or later you can locate, play a sound on, display a message on and remotely lock, or erase your iPhone, iPad, iPod touch, or Mac and this really has nothing to do with VMware Fusion per se since if your Mac is running and has been set up properly then you should be able to locate the device and it doesn't matter whether or not VMware Fusion is running.
That said and while I haven't looked at "iCloud Control Panel for Windows" to see if the service is available to a PC, have a look at set up now and download iCloud Control Panel for Windows in the Windows 7 Virtual Machine and see what's available.