Symptom
C:\temp\do> Import-Module VMware.VimAutomation.CoreImport-Module : The required module 'VMware.Vim' is not loaded. Load the module or remove the module from 'RequiredModules' in the file 'C:\Windows\system32\WindowsPowerShell\v1.0\Modules\VMware.VimAutomation.Cis.Core\VMware.VimAutomation.Cis.Core.psd1'
C:\temp\do> Get-Module VMware.VimAutomation.Core
VMware PowerCLI
Powercli files are not unblocked and modules are not installed yet.
Get-ChildItem -Path 'folder_path' -Recurse | Unblock-FileReplace folder_path with the path to the folder where you extracted the contents of the ZIP file.
Get-Module VMware* -ListAvailable