Yes you can run an "external" (you may also see it referred to as "customer supplied") on the VxRail cluster, starting with VxRail 4.7 and later.  There are some limitations though (like the VxRail assisted cluster shutdown won't work).  You can get more information on the limitations on page 9 here - [URL] 
Can you run an external vCenter VM on the same VxRail storage that it manages? I read someplace that it wasn't supported but this might be out of date information.
External vCenter running on VxRail storage