Teradata Professional Services has a framework to enable what I think you are asking about. I can't give you the details here. Contact your Account Team have them find out the details from the Unity COE (Center of Expertise) within TD Professional Services.
Do we have any VMExpress that has DataMover setup for learning purpose.
I can see DataLabs installed but do not find DM installed on VM15.0
Data Mover runs on it's own TMS server and cannot be put into the VM container with the database. It is also not available in virtual form by itself. However, this is an interesting idea that I may explore with engineering. It won't be anytime soon as development of VM editions takes approvals, scheduling, etc.