I would recommend to first start by looking on the VMWare site at the ESXi documentation, I don't know how to do this off the top of my head.
Thanks, I found what I was looking for this morning.
If you go to the Configuration tab from one of the ESXi servers, select > Advanced Settings > Syslog > add the IP address of the Syslog server under <Syslog.Remote.HostName.
Too easy !!!