Before you can run VMware several modules must be compiled
Issue At Hand
You are reporting that you are unable to run VMware on Kali Linux. According to the errors you have posted your Operating System is missing the VMware modules necessary to run.
I will take this time to point out that Kali Linux is not meant as a general purpose Operating System. You may continue to run into these kinds of errors using software not designed for Kali Linux. Running virtualization or hypervisor software is not an intended function of Kali Linux. One possible solution to your issue would be to run your virtualization software on Ubuntu, Debian, or any other general purpose operating system instead.
If you wish to continue using Kali Linux or encounter the same error in a different Operating System the following steps may work as a possible solution to the above error.
Possible Solutions
I will be referencing this post as it contains a few different possible fixes.
First off try and run this command:
sudo vmware-modconfig --console --install-all
This should install all VMware modules. You should now be able to run Vmware as expected. Look over this VMware forum post as they cover additional scripts you may need to run to verify the install process.
Alternatively, you could try this first:
sudo apt-get install build-essential linux-headers-$(uname -r) open-vm-dkms
sudo ln -s /usr/src/linux-headers-$(uname -r)/include/generated/uapi/linux/version.h /usr/src/linux-headers-$(uname -r)/include/linux/version.h
After which run: sudo vmware-config-tools.pl. It might be necessary to run sudo vmware-modconfig --console --install-all again after this is complete.
Starting from Scratch
You may need to start over with a fresh install of VMware. Purge the existing installation by running sudo vmware-installer -u vmware-player. Then rerun the installer script, i.e: ./VMware-*.bundle.
I would also verify that your graphics drivers and all other parts of your system are fully up to date.
Conclusion
Again, I suggest you use a different Operating System than Kali Linux to complete this task. Please read over this post in its entirety before going with a possible fix. Remember you need to install the proper kernel headers for your kernel to get this to work. I am also including a link to a guide on installing VMware on Kali Linux. There are even some comments in that post on how to troubleshoot the issue further.
I am also including a link to the Official Kali Linux documentation on how to install VMware tools as well as a link to another stack exchange post that appears to be related to this issue.
Please comment if there are any questions about this answer. I appreciate corrections to any misconceptions and feedback on how to improve my posts. Best of Luck!
Below solution worked for me on Fedora32
I have VMware-Workstation-Full-15.5.6-16341506.x86_64.bundle and used the following commands:
git clone https://github.com/mkubecek/vmware-host-modules
cd vmware-host-modules
git checkout workstation-15.5.6
sudo make ; sudo make install