root@kali:~# which gcc
/usr/bin/gcc
root@kali:~# which make
/usr/bin/make
root@kali:~#

Python found: python, installing bindings...
Building the VirtualBox kernel modules
Error! echo
Your kernel headers for kernel 4.6.0-kali1-amd64 cannot be found at
/lib/modules/4.6.0-kali1-amd64/build or /lib/modules/4.6.0-kali1-amd64/source.
Created symlink /etc/systemd/system/multi-user.target.wants/vboxdrv.service → /lib/systemd/system/vboxdrv.service.
Created symlink /etc/systemd/system/multi-user.target.wants/vboxballoonctrl-service.service → /lib/systemd/system/vboxballoonctrl-service.service.
Created symlink /etc/systemd/system/multi-user.target.wants/vboxautostart-service.service → /lib/systemd/system/vboxautostart-service.service.
Created symlink /etc/systemd/system/multi-user.target.wants/vboxweb-service.service → /lib/systemd/system/vboxweb-service.service.

VirtualBox has been installed successfully.

You will find useful information about using VirtualBox in the user manual
  /opt/VirtualBox/UserManual.pdf
and in the user FAQ
  http://www.virtualbox.org/wiki/User_FAQ

We hope that you enjoy using VirtualBox.