Deploying a virtual ESA based on working should be no different to a physical device.
As long as traffic is allowed between cloud exchange and the vmware server in your network, you would be able to get it to work.
So inbound emails would point to the virtual ESA which will deliver it back to the cloud and outbound emails from the cloud would come to the virtual ESA and go back to the internet.
Regards,
Libin Varghese