First see
http://wanos.org/wan-optimization/?p=1324 for configuration without physical interfaces
Although it is best to run with physical interfaces, Wanos can run in-path without the physical network interfaces. Here are two more scenarios to achieve this:
1) When the routing function is handled by a virtual router or firewall that are not establishing encrypted tunnels, the Wanos device can be placed in front of the vRouter/vFW or on the Wan side in other words. Wanos is therefore placed between the router and the ISP.

2) When the routing function is handled by a vRouter/vFW and it also builds encrypted tunnels e.g. IPsec, Wanos can be placed between two vRouters/vFW's.

In both scenarios the lan0 and wan0 still needs to be in separate vswitches/port groups vlans with promiscuous enabled to bridge the traffic flow.