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Yes, I can choose​ Kali which starts Grub bootloader where I can start Kali. Ich can't choose windows in Grub bootloader, (don't​ know if this is right) only in boot menu. But this is fine.

That worked fine! Thank you so much!:D

Now i even get an error. grub-install: error: cannot open `/boot/efi/EFI/kali/grubx64.efi': Input/output error.

I got it to boot once, then i updated kali and grub was gone again after I booted...

There was a warning which said something like: "can't connect to lvmetdat"

Yes I know... But the only option which is bootable is Windows.

For ** i choosed sda1 which is my efi partition.

Thanks for your reply... I did what you wrote... I got no error, bit still I can only boot into windows.
For * I took sda5 which is my Linux file-system. Do I need to take sda6 which is Linux swap?

I try to dual boot Windows 10 and Kali.
At the point where i need to install GRUB bootloader I get following error:
"Unable to install GRUB in dummy
Executing 'grub-install dummy' failed.
This is...