@Mithu
if you want to secure East-West traffic in your VMware virtualized datacentre you have to use CloudGuard IaaS for VMware NSX. Requirement is to have NSX / NSX-T running.
Theoretical you can deploy a normal gateway as virtual machine and inspect all traffic with this machine, but this solution is not worth mentioning, you have to send all traffic via this machine and there is no integration in the virtualized environment. It‘s like a normal physical gateway running as virtual machine.
CloudGuard IaaS for NSX-T Security Gateway R80.30 Deployment Guide
Wolfgang