It is possible to connect the THUM to a VMWare ESXi host and use USB Passthrough to connect the THUM to a single VM guest.  The instructions below are for ESXi 5.0, but it should be possible on never versions of ESXi as well.

On the VM that you want the USB device attached to, right click and select Edit Settings, click on Add... then select USB Controller, then Next, Next, Finish, OK.  Let the USB controller install on the VM.

Then, right click and select Edit Settings, click Add... again, and you should have a new entry for USB Device, select that and click next, on the next page you'll see a list of USB devices available to attach to the VM, select MCT Elektronikladen USB Temp/Humidity Sensor, then Next, Finish, OK.  The THUM device should install on the VM.

The step-by-step screen shots are shown below.

The VM's device manager should show a Universal Serial Bus controllers

In the VM, a new Human Interface Device should appear with a Location of USB Temp/Humidity Sensor