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You have to install Octave into the Linux virtual machine in which Sage is running. This probably involves using the package manager for that Linux distribution (i.e., something in the menus).

You have to install Octave into the Linux virtual machine in which Sage is running. This probably involves using the package manager for that Linux distribution (i.e., something in the menus). Sage in vmware has no way to access programs installed into Microsoft Windows.