Ref: https://www.kali.org/docs/virtualization/install-vmware-guest-tools/

Install VMWare-Tools (not only on Kali, but on Ubuntu also)

$ sudo apt update
$ sudo apt install -y --reinstall open-vm-tools-desktop fuse
$ sudo reboot -f

Use Shared Folders

• Run Kali-tweaks

  kali@kali:~$ kali-tweaks
  

• Select Virtualization
• Mount the shared folder

$ sudo mount-shared-folders

• If it doesn’t work restart the Tools

$ sudo restart-vm-tools