"How do I create a new VM? Do I have to uninstall VMware completely and then reinstall?"
You do not need to uninstall fusion. Virtual machine installation in Fusion is almost completely wizard driven, so once you have fusion running go to 'File' > 'New...' and follow the wizard. You would have had to do this the first time you installed so it should be familiar.
"I have installed another Windows on the VM without formatting, and the new installation is empty. I still can't access my files. I don't know what I am doing wrong?"
If you did this correctly, and I'm assuming you did it on a copy of the VM as suggested, when you open drive C you should see a "Windows" folder as well as a "Windows.000" folder or another "Windows." type name. It's not possible for me to predict where you store your files, but typically if you stored things in 'Documents' it would be under c:\Users\<your user name here>\Documents . Of course if you used the same name during the first boot of Windows there should be more than one folder under users containing your name so you would want to check each of them to see if your stuff is there. Another thing that helps is to go to 'Control Panel' > 'Folder Options' > View Tab > check "Show hidden files" and uncheck "Hide extensions" in case Windows decided to hide the folders.
"And how do I copy the former vmdks and mount them as secondary disks in the new VM?"
There are 2 ways your disks may appear in a fusion vm, either as a single monolithic file with deltas, or as a collection of smaller usually 2GB separate files. I always use the smaller files because I think OS X handles large files poorly. Either way they are going to be inside your .vmwarevm bundle which is by default in /Users/<your user name here>/Documents/Virtual Machines/. On the bundle file right click and choose "Show Package Contents" to see the meat of your VM. Create a folder outside of the bundle, say on the desktop and for the sake of argument we'll call it 'Old'. Highlight every file ending in .vmdk inside the package and while holding down option drag it into the old folder. This should create copies of the files at the destination. In my case since they are split files there is one file called 'Virtual Disk.vmdk' and then several others sequentially named 'Virtual Disk-s001.vmdk' and so on.
The remaining instructions I tested in Fusion 5.0.3 Pro which is the only copy I have access to, but it should work with slight variation in other versions:
Create a new vm and let it finish installing completely. Make sure to install vmware tools. Once finished shut it down completely.
In the settings for your new vm hit 'add device' near the top. Choose 'existing virtual disk'. This will take you to a file browser in which you will want to select the parent vmdk for your collection of vmdks. In my case this is the 'Virtual Disk.vmdk' rather than the incrementals. In the scenario I have chosen we will also want to select 'Take this disk away from the virtual machine currently using it'. Using the take option all of the vmdk files will move into your new bundle and be appropriately renamed. hit 'Open' then 'Apply'. Power up your vm and log in. Your old disk will have taken the next available letter, in my case it was F:. All the files from the old install should be there.