Search:

http://store.steampowered.com/about/
i downloaded it from here hope it helps

try
apt-cache search kernel|grep headers
and select appropriate headers
then do
apt-get install linux-headers-4.9.0-kali1-all (in my case this was it) worked for me

i've got the usb-ac 56 from asus with linux drivers, it has a "install.sh" script i've tried to run it like "chmod 777 install.sh" and "./install.sh" the error messages are


make[1]: Entering...