Multiple problems when setting up VM on a new user

[Bumpycastle]

I'm sorry if this has already been addressed, but I'm new to the forum. I'm having multiple issues, and I probably just need to wait until my boss can bring in someone to do this on site, but time is of the essence and I'd like to figure out what's going on. My boss brought in his mac (which is bigger/more powerful) for me to switch to. He has virtual box on his user name within the mac, but when I created a new user, while I was able to find the program I couldn't set up a new machine. The error reading as 'No bootable media found' which I'm taking to mean I don't have the actual program files on the new user account. I'm not sure if I need to download something, or refer to the disc that probably came with the program when he installed it. The other problem is that when I switch to his user I can open the windows machine, but it will not connect to the internet wirelessly. Am I correct in assuming that I need to connect via ethernet? Any help would be much appreciated!!