Nat Link is selected, because the NAT link is not a network, but also can be linked operation, of course, bridge can also, I started from the first step;
Because some people may have changed the IP address of the virtual adapter on the computer, which is not the same as the virtual machine default. If you've changed and can't remember what it was before, do the following:
VMware Network Adapter VMnet1 and VMware network Adapter VMNET8, where VMware network Adapter VMNET8 is for NAT mode
Then it is the operation of the Redhat terminal:
Second, view the status of the Redhat firewall, take advantage of the directive: Service iptables Status: If not for the above content, take advantage of the directive: Service iptables stop; make firewall off
Ping in your own host CMD window to see if you can connect:
Finally, open the Xshell window and use the new option to create a session (this avoids having to do the same configuration every time).
Just fill in the host with the Redhat IP address.
Success
Xshell connecting a Redhat Linux system in a VM virtual machine