Welcome to the Community,
first of all, ESXi is a Type-1 Hyprevisor, i.e. installed directly on the hardware (it's actually an operating system). Installing it on a system will overwrite the installation disk!!! Also keep in mind that ESXi is built for server grade hardware, and may not contain all drivers (e.g. network/disk controller) required for your hardware (see http://www.vmware.com/go/hcl for supported hardware).
After installing ESXi, you'll need to configure it's network settings for the Management Network (unless you have DHCP in place). After this you can install the vSpehre Client on a Windows system and access the ESXi host to configure further settings, and to create and run VMs. The vSphere Client itself is only used to manage the ESXi host, all settings are stored on the host.
André