I'm looking for an easy way to transfer files to my iPhone and I don't have a Mac.
I was going to use VirtualBox or VMware Workstation Player.
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Is your question here really "How do I get files from a Windows computer onto an iPhone", and you're using an OSX VM to enable AirDrop to achieve that?
If so, you can look at several other ways of sharing files:
And most of the big file-sharing services have iPhone apps that will allow you to upload from the desktop side (OSX, Windows, Linux, etc), and access them on the phone.