Switching by hotkeys between workspaces with VirtualBox instance

Solution 1:

In Virtual Box Manager select Preferences -> Input and deselect Auto Capture Keyboard to prevent the virtual machine to capture all keystrokes of the host when activated:

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Solution 2:

Press the "host key" (by default: right Control on PC; left Command key on Mac)

The host key gives the control of the keyboard to the host which makes it possible to easy change desktop with Ctrl+Alt+Arrow etc.

More can be read on: https://www.virtualbox.org/manual/ch01.html