Hi, There are a few ways, but I used a USB key for the few servers I have to take care of, 6 total, a small system.  I download the ISO image from VMware and then use Rufus (rufus.ie) to format the USB key with the ISO and make it bootable.  Then I plug it into the server and boot to it, install ESXi.  If you have never done it before, it might be best to try it on a test box, any computer you don't mind wiping out completely.

You can install and set up ESXi on your physical hardware so that it acts as a platform for virtual machines.

ESXi Requirements
To install or upgrade ESXi, your system must meet specific hardware and software requirements. [Read more]
Preparing for Installing ESXi
Before you install ESXi, determine the installation option that is suitable for your environment and prepare for the installation process. 
Installing ESXi
You can install ESXi interactively, with a scripted installation, or with vSphere Auto Deploy. [Read more]
Setting Up ESXi
These topics provide information about using the direct console user interface and configuring defaults for ESXi.[Read more]
After You Install and Set Up ESXi
After ESXi is installed and set up, you can manage the host by using the vSphere Client and vCenter Server, license the host, and back up your ESXi configuration.

Regards,

Rachel Gomez