From the administration manual:
10.5 Mounting VHDs as a volume on Windows
Starting from Vista Windows can mount VHD files directly. If the VHD files are compressed, they need to be decompressed first (see next section 10.6). Then go to system settings->Manage->Computer management->Disk management->Other Actions->Add Virtual Hard Disk. Mount the VHD file read only. The image will appear as another drive in the explorer. It may not work if the VHD file is on a network drive.
You might need to copy it to local storage or a USB external drive if you’re currently trying to mount it where it is.