Try making this directory if you are using kali livemake[1]: *** /lib/modules/4.0.0-kali1-amd64/build: No such file or directory. Stop.Most probably it should exist if you are using installed version of kali linux.Code:mkdir /lib/modules/$(uname -r)/build -f
Run this if you are using installed kaliCode:sudo apt-get update sudo apt-get dist-upgrade reboot sudo apt-get install linux-headers-$(uname -r) reboot