VM as in
virtual machine?
If so, you may have troubles interfacing the SDR hardware through the virtual machine, usually this is related to the hardware's driver software not "making the connection" through a com port or something i.d.k. but you are asking the physical machine to host the device, then create a virtual machine, (with it's own simulated hardware) and expect everything to freely pass between the actual hardware into the v.m. onto the GNUradio front end without issues; that's a lot imho .
I don't know if you have Linux actually installed on your machine, but if you decide to try GNUradio on windows,
here is a link. I found it easier to install the driver software for my RTL-SDR on a windows computer.
If it was me I would dual-boot windows and Linux, if you cannot live without windows.
I think on a native install (not a linux live disk or virtual machine) that you wouldn't have this issue as long as the driver installed correctly (and it's the correct driver for your SDR).
I haven't found the time to futz with Linux, and the driver issues killed it for me so I run SDR# software (free) on Windows with my RTL-SDR.
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