Macs use the APFS filesystem type, so in disk utility you can create another APFS volume on the 'disk' that you can then use how you wish, it will take the space you allocate from the free drive space available on the main storage of the Mac so if you just need storage space on the Mac that will do it, you can later format the space however you wish, even from a live Linux USB
If you want a bootable 'second drive' with Kali installed, then you will need to install a different bootloader to be able to choose between Mac OSX or Kali at boot, refind is usually the easiest to set up;
https://www.rodsbooks.com/refind/